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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 (Shor) semidefinite program…

最优化与控制 · 数学 2021-11-29 Alex L. Wang , Fatma Kilinc-Karzan

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

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

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

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

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

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

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

We introduce a new class of semidefinite programming (SDP) relaxations for sparse box-constrained quadratic programs, obtained by a novel integration of the Reformulation Linearization Technique into standard SDP relaxations while…

最优化与控制 · 数学 2026-02-13 Aida Khajavirad

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

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

This paper develops new semidefinite programming (SDP) relaxation techniques for two classes of mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation performance. The first class of problem…

最优化与控制 · 数学 2014-03-18 Zi Xu , Mingyi Hong

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

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

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

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

We consider optimization problems containing nonconvex quadratic functions for which semidefinite programming (SDP) relaxations often yield strong bounds. We investigate linear inequalities that outer approximate the positive semidefinite…

最优化与控制 · 数学 2026-03-11 Oktay Günlük , Paul Jünger , Jeff Linderoth , Andrea Lodi , James Luedtke

Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…

最优化与控制 · 数学 2014-03-18 Zi Xu , Mingyi Hong , Zhi-Quan Luo

We consider the problem of approximating nonconvex quadratic optimization with ellipsoid constraints (ECQP). We show some SDP-based approximation bounds for special cases of (ECQP) can be improved by trivially applying the extened Pataki's…

最优化与控制 · 数学 2016-02-08 Yong Xia , Shu Wang , Zi Xu
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