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相关论文: A Geometric View of SDP Exactness in QCQPs and its…

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Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems. In a QCQP, we are asked to minimize a (possibly nonconvex) quadratic function subject to a number of (possibly nonconvex) quadratic…

最优化与控制 · 数学 2021-07-15 Fatma Kılınç-Karzan , Alex L. Wang

Quadratically constrained quadratic programs (QCQPs) are a highly expressive class of nonconvex optimization problems. While QCQPs are NP-hard in general, they admit a natural convex relaxation via the standard semidefinite program (SDP)…

最优化与控制 · 数学 2024-03-22 Alex L. Wang , Fatma Kilinc-Karzan

Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems well-known to be NP-hard in general. In this paper we study conditions under which the standard semidefinite program (SDP) relaxation of a…

最优化与控制 · 数学 2020-11-17 Alex L. Wang , Fatma Kilinc-Karzan

Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems well-known to be NP-hard in general. In this paper we study sufficient conditions for a convex hull result that immediately implies that…

最优化与控制 · 数学 2020-02-06 Alex L. Wang , Fatma Kilinc-Karzan

We investigate exact semidefinite programming (SDP) relaxations for the problem of minimizing a nonconvex quadratic objective function over a feasible region defined by both finitely and infinitely many nonconvex quadratic inequality…

最优化与控制 · 数学 2025-09-04 Naohiko Arima , Sunyoung Kim , Masakazu Kojima

We study the exactness of the semidefinite programming (SDP) relaxation of quadratically constrained quadratic programs (QCQPs). With the aggregate sparsity matrix from the data matrices of a QCQP with $n$ variables, the rank and positive…

最优化与控制 · 数学 2020-09-22 Godai Azuma , Mituhiro Fukuda , Sunyoung Kim , Makoto Yamashita

This paper studies exact semidefinite programming relaxations (SDPRs) for separable quadratically constrained quadratic programs (QCQPs). We consider the construction of a larger separable QCQP from multiple QCQPs with exact SDPRs. We show…

最优化与控制 · 数学 2026-04-06 Masakazu Kojima , Sunyoung Kim , Naohiko Arima

For nonconvex quadratically constrained quadratic programs (QCQPs), we first show that, under certain feasibility conditions, the standard semidefinite (SDP) relaxation is exact for QCQPs with bipartite graph structures. The exact optimal…

最优化与控制 · 数学 2022-05-03 Godai Azuma , Mituhiro Fukuda , Sunyoung Kim , Makoto Yamashita

A convex relaxation of a quadratically constrained quadratic program (QCQP) is called exact if it has a rank-$1$ optimal solution that corresponds to an optimal solution of the QCQP. Given a QCQP whose convex relaxation is exact, this paper…

最优化与控制 · 数学 2025-10-23 Masakazu Kojima , Sunyoung Kim , Naohiko Arima

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…

最优化与控制 · 数学 2025-02-24 Masakazu Kojima , Naohiko Arima , Sunyoung Kim

Quadratically constrained quadratic programs (QCQPs) are ubiquitous in optimization: Such problems arise in applications from operations research, power systems, signal processing, chemical engineering, and portfolio theory, among others.…

最优化与控制 · 数学 2026-03-31 Muge Dedeoglu , Buket Ozen , Burak Kocuk

We consider a parametric family of quadratically constrained quadratic programs (QCQP) and their associated semidefinite programming (SDP) relaxations. Given a nominal value of the parameter at which the SDP relaxation is exact, we study…

最优化与控制 · 数学 2023-10-03 Diego Cifuentes , Sameer Agarwal , Pablo A. Parrilo , Rekha R. Thomas

We study a class of quadratically constrained quadratic programs (QCQPs), called {\em diagonal QCQPs\/}, which contain no off-diagonal terms $x_j x_k$ for $j \ne k$, and we provide a sufficient condition on the problem data guaranteeing…

最优化与控制 · 数学 2018-11-09 Samuel Burer , Yinyu Ye

The technique of semidefinite programming (SDP) relaxation can be used to obtain a nontrivial bound on the optimal value of a nonconvex quadratically constrained quadratic program (QCQP). We explore concave quadratic inequalities that hold…

最优化与控制 · 数学 2016-09-30 Jaehyun Park , Stephen Boyd

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…

最优化与控制 · 数学 2025-04-15 Godai Azuma , Sunyoung Kim , Makoto Yamashita

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…

最优化与控制 · 数学 2023-03-14 Yuzhou Qiu , E. Alper Yıldırım

For general quadratically-constrained quadratic programming (QCQP), we propose a parabolic relaxation described with convex quadratic constraints. An interesting property of the parabolic relaxation is that the original non-convex feasible…

最优化与控制 · 数学 2022-08-09 Ramtin Madani , Mersedeh Ashraphijuo , Mohsen Kheirandishfard , Alper Atamturk

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…

最优化与控制 · 数学 2023-04-11 Wenbao Ai , Wei Liang , Jianhua Yuan

This thesis explores algorithmic applications and limitations of convex relaxation hierarchies for approximating some discrete and continuous optimization problems. - We show a dichotomy of approximability of constraint satisfaction…

计算复杂性 · 计算机科学 2025-09-01 Mrinalkanti Ghosh

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.…

最优化与控制 · 数学 2024-10-16 Junyu Chen , Yong Sheng Soh
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