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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

We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…

最优化与控制 · 数学 2017-03-16 Jaehyun Park , Stephen Boyd

In this paper, by improving the variable-splitting approach, we propose a new semidefinite programming (SDP) relaxation for the nonconvex quadratic optimization problem over the $\ell_1$ unit ball (QPL1). It dominates the state-of-the-art…

最优化与控制 · 数学 2014-01-03 Yong Xia , Yu-Jun Gong , Sheng-Nan Han

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

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

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

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 study the equivalence of several well-known sufficient optimality conditions for a general quadratically constrained quadratic program (QCQP). The conditions are classified in two categories. The first one is for determining an optimal…

最优化与控制 · 数学 2023-03-14 Sunyoung Kim , Masakazu Kojima

In this paper we study the relationship between the optimal value of a homogeneous quadratic optimization problem and that of its Semidefinite Programming (SDP) relaxation. We consider two quadratic optimization models: (1) $\min \{x^* C x…

最优化与控制 · 数学 2007-05-23 Simai He , Zhi-Quan Luo , Jiawang Nie , Shuzhong Zhang

A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…

量子物理 · 物理学 2024-06-19 Dhrumil Patel , Patrick J. Coles , Mark M. Wilde

This paper studies a class of so-called linear semi-infinite polynomial programming (LSIPP) problems. It is a subclass of linear semi-infinite programming problems whose constraint functions are polynomials in parameters and index sets are…

最优化与控制 · 数学 2019-10-25 Feng Guo , Xiaoxia Sun

Semidefinite programming (SDP) provides a powerful relaxation for the maximum cut problem. For a graph with rational weights, the decision problem of whether the SDP relaxation for the maximum cut problem is exact is known to be $NP$-hard;…

最优化与控制 · 数学 2026-02-09 Avinash Bhardwaj , Hritiz Gogoi , Vishnu Narayanan , Abhishek Pathapati

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

Many computer vision problems can be formulated as binary quadratic programs (BQPs). Two classic relaxation methods are widely used for solving BQPs, namely, spectral methods and semidefinite programming (SDP), each with their own…

计算机视觉与模式识别 · 计算机科学 2016-11-18 Peng Wang , Chunhua Shen , Anton van den Hengel

We study semidefinite programming (SDP) relaxations for the NP-hard problem of globally optimizing a quadratic function over the Stiefel manifold. We introduce a strengthened relaxation based on two recent ideas in the literature: (i) a…

最优化与控制 · 数学 2022-08-08 Samuel Burer , Kyungchan Park

Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…

最优化与控制 · 数学 2021-03-26 Alp Yurtsever , Joel A. Tropp , Olivier Fercoq , Madeleine Udell , Volkan Cevher

In this paper, we study a class of fractional semi-infinite polynomial programming problems involving s.o.s-convex polynomial functions. For such a problem, by a conic reformulation proposed in our previous work and the quadratic modules…

最优化与控制 · 数学 2022-12-29 Feng Guo , Meijun Zhang

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

It has been recently proven that the semidefinite programming (SDP) relaxation of the optimal power flow problem over radial networks is exact under technical conditions such as not including generation lower bounds or allowing load…

最优化与控制 · 数学 2015-10-19 Burak Kocuk , Santanu S. Dey , X. Andy Sun

In 2020, Yamakawa and Okuno proposed a stabilized sequential quadratic semidefinite programming (SQSDP) method for solving, in particular, degenerate nonlinear semidefinite optimization problems. The algorithm is shown to converge globally…

最优化与控制 · 数学 2022-04-04 Kosuke Okabe , Yuya Yamakawa , Ellen H. Fukuda