On semidefinite descriptions for convex hulls of quadratic programs
Abstract
Quadratically constrained quadratic programs (QCQPs) are a highly expressive class of nonconvex optimization problems. While QCQPs are NP-hard in general, they admit a natural convex relaxation via the standard semidefinite program (SDP) relaxation. In this paper we study when the convex hull of the epigraph of a QCQP coincides with the projected epigraph of the SDP relaxation. We present a sufficient condition for convex hull exactness and show that this condition is further necessary under an additional geometric assumption. The sufficient condition is based on geometric properties of , the cone of convex Lagrange multipliers, and its relatives and .
Cite
@article{arxiv.2403.04752,
title = {On semidefinite descriptions for convex hulls of quadratic programs},
author = {Alex L. Wang and Fatma Kilinc-Karzan},
journal= {arXiv preprint arXiv:2403.04752},
year = {2024}
}
Comments
This paper is a significant rewrite of arXiv:2011.07155 [math.OC] and contains both new content and rewritten content