Computable representations for convex hulls of low-dimensional quadratic forms

Abstract

Let ${\mathcal{C}}$ be the convex hull of points ${{\{{1 \choose x}{1 \choose x}^T \,|\, x\in \mathcal{F}\subset \Re^n\}}}$. Representing or approximating ${\mathcal{C}}$ is a fundamental problem for global optimization algorithms based on convex relaxations of products of variables. We show that if n ≤ 4 and ${\mathcal{F}}$ is a simplex, then ${\mathcal{C}}$ has a computable representation in terms of matrices X that are doubly nonnegative (positive semidefinite and componentwise nonnegative). We also prove that if n = 2 and ${\mathcal{F}}$ is a box, then ${\mathcal{C}}$ has a representation that combines semidefiniteness with constraints on product terms obtained from the reformulation-linearization technique (RLT). The simplex result generalizes known representations for the convex hull of ${{\{(x_1, x_2, x_1x_2)\,|\, x\in\mathcal{F}\}}}$ when ${\mathcal{F}\subset\Re^2}$ is a triangle, while the result for box constraints generalizes the well-known fact that in this case the RLT constraints generate the convex hull of ${{\{(x_1, x_2, x_1x_2)\,|\, x\in\mathcal{F}\}}}$. When n = 3 and ${\mathcal{F}}$ is a box, we show that a representation for ${\mathcal{C}}$ can be obtained by utilizing the simplex result for n = 4 in conjunction with a triangulation of the 3-cube.