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ON OBTAINING THE CONVEX HULL OF QUADRATIC INEQUALITIES VIA AGGREGATIONS\ast
Indexado
WoS WOS:000809754200009
Scopus SCOPUS_ID:85131331565
DOI 10.1137/21M1428583
Año 2022
Tipo artículo de investigación

Citas Totales

Autores Afiliación Chile

Instituciones Chile

% Participación
Internacional

Autores
Afiliación Extranjera

Instituciones
Extranjeras


Abstract



A classical approach for obtaining valid inequalities for a set involves the analysis of relaxations constructed using aggregations of the inequalities that describe such a set. When the set is described by linear inequalities, thanks to the Farkas lemma, we know that every valid inequality can be obtained using aggregations. When the inequalities describing the set are two quadratics, Yildiran [IMA J. Math. Control Inform., 26 (2009), pp. 417-450] showed that the convex hull of the set is given by at most two aggregated inequalities. In this work, we study the case of a set described by three or more quadratic inequalities. We show that, under technical assumptions, the convex hull of a set described by three quadratic inequalities can be obtained via (potentially infinitely many) aggregated inequalities. We also show, through counterexamples, that such as a result does not hold either if the technical conditions are relaxed or if we consider four or more inequalities.

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Disciplinas de Investigación



WOS
Mathematics, Applied
Scopus
Sin Disciplinas
SciELO
Sin Disciplinas

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Publicaciones WoS (Ediciones: ISSHP, ISTP, AHCI, SSCI, SCI), Scopus, SciELO Chile.

Colaboración Institucional



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Autores - Afiliación



Ord. Autor Género Institución - País
1 Dey, Santanu S. - Georgia Institute of Technology - Estados Unidos
Georgia Inst Technol - Estados Unidos
College of Engineering - Estados Unidos
2 MUNOZ-ARIAS, GONZALO ALEJANDRO Hombre Universidad de O’Higgins - Chile
Universidad de O`Higgins - Chile
3 Serrano, Felipe Hombre DAMO GmbH - Alemania
I2 DAMO GmbH - Alemania

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Financiamiento



Fuente
Fondo Nacional de Desarrollo Científico y Tecnológico
Office of Naval Research
ONR
Agencia Nacional de Investigación y Desarrollo
Research and Development Agency of Chile
Research and Development Agency of Chile (ANID) through Fondecyt

Muestra la fuente de financiamiento declarada en la publicación.

Agradecimientos



Agradecimiento
\ast Received by the editors June 22, 2021; accepted for publication (in revised form) November 10, 2021; published electronically April 28, 2022. https://doi.org/10.1137/21M1428583 Funding: The first author would like to gratefully acknowledge the support of grant N000141912323 from the ONR. The second author would like to thank the support of the Research and Development Agency of Chile (ANID) through Fondecyt grant 11190515. \dagger H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA 30332-0205 USA (santanu.dey@isye.gatech.edu). \ddagger Universidad de O'Higgins, Rancagua, Chile (gonzalo.munoz@uoh.cl). \S I2DAMO GmbH, Engleralle 19, 14169 Berlin, Germany (serrano@i2damo.de).
The first author would like to gratefully acknowledge the support of grant N000141912323 from the ONR. The second author would like to thank the support of the Research and Development Agency of Chile (ANID) through Fondecyt grant 11190515.

Muestra la fuente de financiamiento declarada en la publicación.