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Related papers: Separable QCQPs and Their Exact SDP Relaxations

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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

Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…

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

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

An equivalence between attainability of simultaneous diagonalization (SD) and hidden convexity in quadratically constrained quadratic programming (QCQP) stimulates us to investigate necessary and sufficient SD conditions, which is one of…

Optimization and Control · Mathematics 2017-09-19 Rujun Jiang , Duan Li

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…

Optimization and Control · Mathematics 2023-10-09 Immanuel Bomze , Bo Peng , Yuzhou Qiu , E. Alper Yıldırım

Quadratic programs with box constraints involve minimizing a possibly nonconvex quadratic function subject to lower and upper bounds on each variable. This is a well-known NP-hard problem that frequently arises in various applications. We…

Optimization and Control · Mathematics 2023-03-14 Yuzhou Qiu , E. Alper Yıldırım

We investigate the use of linear programming tools for solving semidefinite programming relaxations of quadratically constrained quadratic problems. Classes of valid linear inequalities are presented, including sparse PSD cuts, and…

Combinatorics · Mathematics 2012-06-28 Andrea Qualizza , Pietro Belotti , Francois Margot

In this paper, by improving the variable-splitting approach, we propose a new semidefinite programming (SDP) relaxation for the nonconvex quadratic optimization problem over the $\ell_1$ unit ball (QPL1). It dominates the state-of-the-art…

Optimization and Control · Mathematics 2014-01-03 Yong Xia , Yu-Jun Gong , Sheng-Nan Han

In this paper, we concentrate on a particular category of quadratically constrained quadratic programming (QCQP): nonconvex QCQP with one equality constraint. This type of QCQP problem optimizes a quadratic objective under a fixed…

Optimization and Control · Mathematics 2025-06-05 Licheng Zhao , Rui Zhou , Wenqiang Pu

An optimization problem considering AC power flow constraints and integer decision variables can usually be posed as a mixed-integer quadratically constrained quadratic program (MIQCQP) problem. In this paper, first, a set of valid linear…

Optimization and Control · Mathematics 2015-09-18 Qifeng Li

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

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

Mixed-Integer Quadratically Constrained Quadratic Programs arise in a variety of applications, particularly in energy, water, and gas systems, where discrete decisions interact with nonconvex quadratic constraints. These problems are…

Optimization and Control · Mathematics 2025-09-24 Ignacio Gómez-Casares , Pietro Belotti , Bissan Ghaddar , Julio González-Díaz

We consider optimization problems containing nonconvex quadratic functions for which semidefinite programming (SDP) relaxations often yield strong bounds. We investigate linear inequalities that outer approximate the positive semidefinite…

Optimization and Control · Mathematics 2026-03-11 Oktay Günlük , Paul Jünger , Jeff Linderoth , Andrea Lodi , James Luedtke

Semidefinite programming (SDP) provides a powerful relaxation for the maximum cut problem. For a graph with rational weights, the decision problem of whether the SDP relaxation for the maximum cut problem is exact is known to be $NP$-hard;…

Optimization and Control · Mathematics 2026-02-09 Avinash Bhardwaj , Hritiz Gogoi , Vishnu Narayanan , Abhishek Pathapati

Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…

Optimization and Control · Mathematics 2024-03-19 Yifan Ran , Stefan Vlaski , Wei Dai

Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…

Optimization and Control · Mathematics 2021-03-26 Alp Yurtsever , Joel A. Tropp , Olivier Fercoq , Madeleine Udell , Volkan Cevher

Semidefinite programs (SDPs) are a framework for exact or approximate optimization that have widespread application in quantum information theory. We introduce a new method for using reductions to construct integrality gaps for SDPs. These…

Quantum Physics · Physics 2019-03-18 Aram W. Harrow , Anand Natarajan , Xiaodi Wu

We study mixed-integer programming (MIP) relaxation techniques for the solution of non convex mixed-integer quadratically constrained quadratic programs (MIQCQPs). We present MIP relaxation methods for non convex continuous variable…

Optimization and Control · Mathematics 2023-08-21 Benjamin Beach , Robert Burlacu , Andreas Bärmann , Lukas Hager , Robert Hildebrand

The current bottleneck of globally solving mixed-integer (non-convex) quadratically constrained problem (MIQCP) is still to construct strong but computationally cheap convex relaxations, especially when dense quadratic functions are…

Optimization and Control · Mathematics 2014-03-24 Hongbo Dong