Further Development in Convex Conic Reformulation of Geometric Nonconvex Conic Optimization Problems
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 , a convex subcone of the convex hull co of , and an affine hyperplane with a normal vector . Under the assumption co, 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 and the affine hyperplane. This paper further studies some remaining issues, not fully investigated there, such as the key assumption co 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.
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