English

On convex hulls of epigraphs of QCQPs

Optimization and Control 2020-02-06 v1

Abstract

Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems well-known to be NP-hard in general. In this paper we study sufficient conditions for a convex hull result that immediately implies that the standard semidefinite program (SDP) relaxation of a QCQP is tight. We begin by outlining a general framework for proving such sufficient conditions. Then using this framework, we show that the convex hull result holds whenever the quadratic eigenvalue multiplicity, a parameter capturing the amount of symmetry present in a given problem, is large enough. Our results also imply new sufficient conditions for the tightness (as well as convex hull exactness) of a second order cone program relaxation of simultaneously diagonalizable QCQPs.

Keywords

Cite

@article{arxiv.2002.01566,
  title  = {On convex hulls of epigraphs of QCQPs},
  author = {Alex L. Wang and Fatma Kilinc-Karzan},
  journal= {arXiv preprint arXiv:2002.01566},
  year   = {2020}
}

Comments

To appear at IPCO 2020. This conference extended abstract covers material already online at arXiv:1911.09195