English
Related papers

Related papers: On semidefinite descriptions for convex hulls of q…

200 papers

The problem of minimizing a (nonconvex) quadratic form over the unit simplex, referred to as a standard quadratic program, admits an exact convex conic formulation over the computationally intractable cone of completely positive matrices.…

Optimization and Control · Mathematics 2020-03-02 Y. Gorkem Gokmen , E. Alper Yildirim

In this paper, we consider the problem of minimizing a general homogeneous quadratic function, subject to three real or four complex homogeneous quadratic inequality or equality constraints. For this problem, we present a sufficient and…

Optimization and Control · Mathematics 2023-04-11 Wenbao Ai , Wei Liang , Jianhua Yuan

We consider the problem of approximating nonconvex quadratic optimization with ellipsoid constraints (ECQP). We show some SDP-based approximation bounds for special cases of (ECQP) can be improved by trivially applying the extened Pataki's…

Optimization and Control · Mathematics 2016-02-08 Yong Xia , Shu Wang , Zi Xu

The Quadratic Assignment Problem (QAP) is an important discrete optimization instance that encompasses many well-known combinatorial optimization problems, and has applications in a wide range of areas such as logistics and computer vision.…

Optimization and Control · Mathematics 2024-10-16 Junyu Chen , Yong Sheng Soh

We show {\it semidefinite programming} (SDP) feasibility problem is equivalent to solving a {\it convex hull relaxation} (CHR) for a finite system of quadratic equations. On the one hand, this offers a simple description of SDP. On the…

Optimization and Control · Mathematics 2020-08-18 Bahman Kalantari

This paper develops new semidefinite programming (SDP) relaxation techniques for two classes of mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation performance. The first class of problem…

Optimization and Control · Mathematics 2014-03-18 Zi Xu , Mingyi Hong

In this paper we provide necessary and sufficient (KKT) conditions for global optimality for a new class of possibly nonconvex quadratically constrained quadratic programming (QCQP) problems, denoted by S-QCQP. The class consists of QCQP…

Optimization and Control · Mathematics 2022-06-02 Ewa M. Bednarczuk , Giovanni Bruccola

We consider a parametric convex quadratic programming, CQP, relaxation for the quadratic knapsack problem, QKP. This relaxation maintains partial quadratic information from the original QKP by perturbing the objective function to obtain a…

Optimization and Control · Mathematics 2019-06-11 Marcia Fampa , Daniela Cristina Lubke , Fei Wang , Henry Wolkowicz

In this paper, we give a new penalized semidefinite programming approach for non-convex quadratically-constrained quadratic programs (QCQPs). We incorporate penalty terms into the objective of convex relaxations in order to retrieve…

Optimization and Control · Mathematics 2020-04-30 Ramtin Madani , Mohsen Kheirandishfard , Javad Lavaei , Alper Atamturk

This paper studies robust solutions and semidefinite linear programming (SDP) relaxations of a class of convex polynomial programs in the face of data uncertainty. The class of convex programs, called robust SOS-convex programs, includes…

Optimization and Control · Mathematics 2014-03-05 V. Jeyakumar , G. Li , J. Vicente-Perez

We develop a spatial branch-and-cut approach for nonconvex Quadratically Constrained Quadratic Programs with bounded complex variables (CQCQP). Linear valid inequalities are added at each node of the search tree to strengthen semidefinite…

Optimization and Control · Mathematics 2017-05-26 Chen Chen , Alper Atamturk , Shmuel S. Oren

In the first part of this work [32], we introduce a convex parabolic relaxation for quadratically-constrained quadratic programs, along with a sequential penalized parabolic relaxation algorithm to recover near-optimal feasible solutions.…

Optimization and Control · Mathematics 2022-08-09 Ramtin Madani , Mersedeh Ashraphijuo , Mohsen Kheirandishfard , Alper Atamturk

We propose a necessary and sufficient test to determine whether a solution for a general quadratic program with two quadratic constraints (QC2QP) can be computed from that of a specific convex semidefinite relaxation, in which case we say…

Optimization and Control · Mathematics 2021-03-18 Sheng Cheng , Nuno C. Martins

We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…

Optimization and Control · Mathematics 2018-12-19 Areesh Mittal , Can Gokalp , Grani A. Hanasusanto

The Lasserre hierarchy of semidefinite programming (SDP) relaxations is an effective scheme for finding computationally feasible SDP approximations of polynomial optimization over compact semi-algebraic sets. In this paper, we show that,…

Optimization and Control · Mathematics 2013-06-28 V. Jeyakumar , T. S. Pham , G. Li

A set $S\subseteq \re^n$ is called to be {\it Semidefinite (SDP)} representable if $S$ equals the projection of a set in higher dimensional space which is describable by some Linear Matrix Inequality (LMI). The contributions of this paper…

Optimization and Control · Mathematics 2008-12-08 J. William Helton , Jiawang Nie

We consider the exact solution of problem $(QP)$ that consists in minimizing a quadratic function subject to quadratic constraints. Starting from the classical convex relaxation that uses the McCormick's envelopes, we introduce 12…

Optimization and Control · Mathematics 2020-05-07 Amélie Lambert

For verifying the safety of neural networks (NNs), Fazlyab et al. (2019) introduced a semidefinite programming (SDP) approach called DeepSDP. This formulation can be viewed as the dual of the SDP relaxation for a problem formulated as a…

Optimization and Control · Mathematics 2025-04-15 Godai Azuma , Sunyoung Kim , Makoto Yamashita

Let V be a semialgebraic set parameterized by quadratic polynomials over a quadratic set T. This paper studies semidefinite representation of its convex hull by projections of spectrahedra (defined by linear matrix inequalities). When T is…

Optimization and Control · Mathematics 2011-10-13 Jiawang Nie

We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…

Optimization and Control · Mathematics 2017-03-16 Jaehyun Park , Stephen Boyd