4 papers · 1 filter
Globally Solving a Class of Bilevel Programs with Spatial Price Equilibrium Constraints
Akshit Goyal, Jean-Philippe P. Richard
Bilevel programs with spatial price equilibrium constraints are strategic models that consider a price competition at the lower level. These models find application in facility loc…
Solving sparse separable bilinear programs using lifted bilinear cover inequalities
Xiaoyi Gu, Santanu S. Dey, Jean-Philippe P. Richard
Recently, we proposed a class of inequalities called lifted bilinear cover inequalities, which are second-order cone representable convex inequalities, and are valid for a set desc…
Lifting convex inequalities for bipartite bilinear programs
Xiaoyi Gu, Santanu S. Dey, Jean-Philippe P. Richard
The goal of this paper is to derive new classes of valid convex inequalities for quadratically constrained quadratic programs (QCQPs) through the technique of lifting. Our first ma…
Convexification of Permutation-Invariant Sets and an Application to Sparse PCA
Jinhak Kim, Mohit Tawarmalani, Jean-Philippe P. Richard
We develop techniques to convexify a set that is invariant under permutation and/or change of sign of variables and discuss applications of these results. First, we convexify the i…