English

Further Development in Convex Conic Reformulation of Geometric Nonconvex Conic Optimization Problems

Optimization and Control 2024-09-11 v2

Abstract

A geometric nonconvex conic optimization problem (COP) was recently proposed by Kim, Kojima and Toh as a unified framework for convex conic reformulation of a class of quadratic optimization problems and polynomial optimization problems. The nonconvex COP minimizes a linear function over the intersection of a nonconvex cone K\mathbb{K}, a convex subcone J\mathbb{J} of the convex hull coK\mathbb{K} of K\mathbb{K}, and an affine hyperplane with a normal vector HH. Under the assumption co(KJ)=J(\mathbb{K} \cap \mathbb{J}) = \mathbb{J}, the original nonconvex COP in their paper was shown to be equivalently formulated as a convex conic program by replacing the constraint set with the intersection of J\mathbb{J} and the affine hyperplane. This paper further studies some remaining issues, not fully investigated there, such as the key assumption co(KJ)=J(\mathbb{K} \cap \mathbb{J}) = \mathbb{J} in the framework. More specifically, we provide three sets of necessary-sufficient conditions for the assumption. As an application, we propose a new wide class of quadratically constrained quadratic programs with multiple nonconvex equality and inequality constraints that can be solved exactly by their semidefinite relaxation.

Keywords

Cite

@article{arxiv.2308.05922,
  title  = {Further Development in Convex Conic Reformulation of Geometric Nonconvex Conic Optimization Problems},
  author = {Naohiko Arima and Sunyoung Kim and Masakazu Kojima},
  journal= {arXiv preprint arXiv:2308.05922},
  year   = {2024}
}

Comments

21 pages, 6 figures

R2 v1 2026-06-28T11:53:22.178Z