English

On semidefinite descriptions for convex hulls of quadratic programs

Optimization and Control 2024-03-22 v2

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 Γ\Gamma, the cone of convex Lagrange multipliers, and its relatives Γ1\Gamma_1 and Γ\Gamma^\circ.

Keywords

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

R2 v1 2026-06-28T15:12:43.519Z