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The main goal of this paper is to investigate strong duality of non-convex semidefinite programming problems (SDPs). In the optimization community, it is well-known that a convex optimization problem satisfies strong duality if the Slater's…

最优化与控制 · 数学 2024-08-23 Donghwan Lee

We consider the convex bilevel optimization problem, also known as simple bilevel programming. There are two challenges in solving convex bilevel optimization problems. Firstly, strong duality is not guaranteed due to the lack of Slater…

最优化与控制 · 数学 2025-09-29 Khanh-Hung Giang-Tran , Nam Ho-Nguyen , Fatma Kılınç-Karzan , Lingqing Shen

In this paper, we propose some new semidefinite relaxations for a class of nonconvex complex quadratic programming problems, which widely appear in the areas of signal processing and power system. By deriving new valid constraints to the…

最优化与控制 · 数学 2023-05-18 Yingzhe Xu , Cheng Lu , Zhibin Deng , Ya-Feng Liu

We study nonconvex quadratic problems (QPs) with quadratic separable constraints, where these constraints can be defined both as inequalities or equalities. We derive sufficient conditions for these types of problems to present the…

最优化与控制 · 数学 2021-11-15 Javier Zazo , Santiago Zazo

We consider the global optimization of nonconvex mixed-integer quadratic programs with linear equality constraints. In particular, we present a new class of convex quadratic relaxations which are derived via quadratic cuts. To construct…

最优化与控制 · 数学 2021-06-28 Carlos J. Nohra , Arvind U. Raghunathan , Nikolaos V. Sahinidis

Level-set methods for convex optimization are predicated on the idea that certain problems can be parameterized so that their solutions can be recovered as the limiting process of a root-finding procedure. This idea emerges time and again…

最优化与控制 · 数学 2020-05-19 Ron Estrin , Michael P. Friedlander

Quadratic constrained quadratic programming problems often occur in various fields such as engineering practice, management science, and network communication. This article mainly studies a non convex quadratic programming problem with…

最优化与控制 · 数学 2023-12-29 Bo Zhang , YueLin Gao , Xia Liu , XiaoLi Huang

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

In this paper, we present sufficient conditions ensuring that the sum of the image of quadratic functions and the nonnegative orthant is convex. The hidden convexity of the trust-region problem with linear inequality constraints is…

最优化与控制 · 数学 2026-01-21 Nguyen Quang Huy , Nguyen Huy Hung , Tran Van Nghi , Hoang Ngoc Tuan , Nguyen Van Tuyen

In this paper, we present new convex relaxations for nonconvex quadratically constrained quadratic programming (QCQP) problems. While recent research has focused on strengthening convex relaxations using reformulation-linearization…

最优化与控制 · 数学 2017-09-19 Rujun Jiang , Duan Li

The trust-region problem, which minimizes a nonconvex quadratic function over a ball, is a key subproblem in trust-region methods for solving nonlinear optimization problems. It enjoys many attractive properties such as an exact…

最优化与控制 · 数学 2013-09-13 V. Jeyakumar , G. Li

Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…

最优化与控制 · 数学 2025-11-14 Ilyas Fatkhullin , Niao He , Guanghui Lan , Florian Wolf

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 present a coordinate ascent method for a class of semidefinite programming problems that arise in non-convex quadratic integer optimization. These semidefinite programs are characterized by a small total number of active constraints and…

最优化与控制 · 数学 2020-07-13 Christoph Buchheim , Maribel Montenegro , Angelika Wiegele

In this paper, we study the mixed-integer nonlinear set given by a separable quadratic constraint on continuous variables, where each continuous variable is controlled by an additional indicator. This set occurs pervasively in optimization…

最优化与控制 · 数学 2022-09-07 Andres Gomez , Weijun Xie

We study the complexity of constraint satisfaction problems involving global constraints, i.e., special-purpose constraints provided by a solver and represented implicitly by a parametrised algorithm. Such constraints are widely used;…

人工智能 · 计算机科学 2013-07-11 David A. Cohen , Peter G. Jeavons , Evgenij Thorstensen , Stanislav Živný

This paper aims to develop distributed algorithms for nonconvex optimization problems with complicated constraints associated with a network. The network can be a physical one, such as an electric power network, where the constraints are…

最优化与控制 · 数学 2022-11-21 Kaizhao Sun , X. Andy Sun

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

We consider linear and semidefinite programming relaxations of nonconvex quadratic programs given by the reformulation-linearization technique (RLT relaxation), and the Shor relaxation combined with the RLT relaxation (SDP-RLT relaxation).…

最优化与控制 · 数学 2025-06-12 E. Alper Yildirim

Optimization problems with convex quadratic cost and polyhedral constraints are ubiquitous in signal processing, automatic control and decision-making. We consider here an enlarged problem class that allows to encode logical conditions and…

最优化与控制 · 数学 2026-04-09 Alberto De Marchi
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