English

On Tractable Convex Relaxations of Standard Quadratic Optimization Problems under Sparsity Constraints

Optimization and Control 2023-10-09 v1

Abstract

Standard quadratic optimization problems (StQPs) provide a versatile modelling tool in various applications. In this paper, we consider StQPs with a hard sparsity constraint, referred to as sparse StQPs. We focus on various tractable convex relaxations of sparse StQPs arising from a mixed-binary quadratic formulation, namely, the linear optimization relaxation given by the reformulation-linearization technique, the Shor relaxation, and the relaxation resulting from their combination. We establish several structural properties of these relaxations in relation to the corresponding relaxations of StQPs without any sparsity constraints, and pay particular attention to the rank-one feasible solutions retained by these relaxations. We then utilize these relations to establish several results about the quality of the lower bounds arising from different relaxations. We also present several conditions that ensure the exactness of each relaxation.

Keywords

Cite

@article{arxiv.2310.04340,
  title  = {On Tractable Convex Relaxations of Standard Quadratic Optimization Problems under Sparsity Constraints},
  author = {Immanuel Bomze and Bo Peng and Yuzhou Qiu and E. Alper Yıldırım},
  journal= {arXiv preprint arXiv:2310.04340},
  year   = {2023}
}

Comments

Technical Report, School of Mathematics, The University of Edinburgh, Edinburgh, EH9 3FD, Scotland, United Kingdom