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math.OC2026
Quadratic Convexification of a Square Truncated by a Hyperbola
Yipeng Zhang, Yuyuan Ouyang, Boshi Yang
We study the quadratic convexification of the compact nonconvex set which is a square truncated by…
math.OC2026
Nonnegative Quadratics over a Quadrant with a Bilinear Constraint
Yipeng Zhang, Yuyuan Ouyang, Boshi Yang
We study quadratic polynomials that are nonnegative on the non-compact set \[ F:=\{(x_1,x_2)\in\mathbb R^2:\ x_1\ge 0,\ x_2\ge 0,\ x_1x_2\le 1\}. \] All extreme rays of the cone of…
math.OC2026
Pricing Discrete and Nonlinear Markets With Semidefinite Relaxations
Cheng Guo, Lauren Henderson, Ryan Cory-Wright +1
Nonconvexities in markets with discrete decisions and nonlinear constraints make efficient pricing challenging, often necessitating subsidies. A prime example is the unit commitmen…