New finite relaxation hierarchies for concavo-convex, disjoint bilinear programs, and facial disjunctions

Mohit Tawarmalani

Mathematical Programming2026https://doi.org/10.1007/s10107-026-02326-4article
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This paper introduces novel relaxation hierarchies for concavo-convex programs (CXP), a class of problems that includes disjoint bilinear programming (DBP) and concave minimization (CM) as special cases. At the core of these hierarchies is an algorithm based on double-description (DD) that computes the barycentric coordinates of a polyhedral cone as rational, non-negative functions representing multipliers associated with the cone’s rays. These hierarchies combine geometric structure derived from barycentric coordinates with algebraic techniques via rational functions, achieving the convex hull in m iterations, where m is the number of inequalities that a subset of the variables must satisfy. Our framework offers the first unified approach to analyze and tighten relaxations from disjunctive programming (DP) and reformulation-linearization technique (RLT) for CXP. We also demonstrate that our methods extend to facial disjunctive programs (FDP), where solutions are constrained to lie on faces of a Cartesian product of polytopes, generalizing known hierarchies for 0-1 programs.

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https://doi.org/https://doi.org/10.1007/s10107-026-02326-4

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@article{mohit2026,
  title        = {{New finite relaxation hierarchies for concavo-convex, disjoint bilinear programs, and facial disjunctions}},
  author       = {Mohit Tawarmalani},
  journal      = {Mathematical Programming},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1007/s10107-026-02326-4},
}

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