# Quadratic Optimization with Switching Variables: The Convex Hull for n = 2

arXiv: https://arxiv.org/abs/2002.04681 · HTML: https://mlsanity.com/paper/2002.04681/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 11 Feb 2020.

## Built on by (most cited first, 1 of 1)

- [On the convex hull of convex quadratic optimization problems with indicators](https://mlsanity.com/paper/2201.00387/) (2022)

## Abstract (arXiv)

We consider quadratic optimization in variables (x,y) where 0≤ x≤ y, and y∈0,1n. Such binary y are commonly refered to as "indicator" or "switching" variables and occur commonly in applications. One approach to such problems is based on representing or approximating the convex hull of the set  (x,xxT, yyT) : 0≤ x≤ y∈0,1n. A representation for the case n=1 is known and has been widely used. We give an exact representation for the case n=2 by starting with a disjunctive representation for the convex hull and then eliminating auxilliary variables and constraints that do not change the projection onto the original variables. An alternative derivation for this representation leads to an appealing conjecture for a simplified representation of the convex hull for n=2 when the product term y1y2 is ignored.
