English

Constructing QCQP Instances Equivalent to Their SDP Relaxations

Optimization and Control 2025-02-24 v1

Abstract

General quadratically constrained quadratic programs (QCQPs) are challenging to solve as they are known to be NP-hard. A popular approach to approximating QCQP solutions is to use semidefinite programming (SDP) relaxations. It is well-known that the optimal value η\eta of the SDP relaxation problem bounds the optimal value ζ\zeta of the QCQP from below, i.e., ηζ\eta \leq \zeta. The two problems are considered equivalent if η=ζ\eta = \zeta. In the recent paper by Arima, Kim and Kojima [arXiv:2409.07213], a class of QCQPs that are equivalent to their SDP relaxations are proposed with no condition imposed on the quadratic objective function, which can be chosen arbitrarily. In this work, we explore the construction of various QCQP instances within this class to complement the results in [arXiv:2409.07213]. Specifically, we first construct QCQP instances with two variables and then extend them to higher dimensions. We also discuss how to compute an optimal QCQP solution from the SDP relaxation.

Keywords

Cite

@article{arxiv.2502.15206,
  title  = {Constructing QCQP Instances Equivalent to Their SDP Relaxations},
  author = {Masakazu Kojima and Naohiko Arima and Sunyoung Kim},
  journal= {arXiv preprint arXiv:2502.15206},
  year   = {2025}
}

Comments

23 pages, 13 figures

R2 v1 2026-06-28T21:52:22.414Z