Exact SDP relaxations of quadratically constrained quadratic programs with forest structures

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 semidefiniteness of the matrix are examined. We prove that if t...

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Veröffentlicht in:	Journal of global optimization Jg. 82; H. 2; S. 243 - 262
Hauptverfasser:	Azuma, Godai, Fukuda, Mituhiro, Kim, Sunyoung, Yamashita, Makoto
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	New York Springer US 01.02.2022 Springer Springer Nature B.V
Schlagworte:	Computer Science Constraints Feasibility Mathematical analysis Mathematics Mathematics and Statistics Matrices (mathematics) Operations Research/Decision Theory Optimization Real Functions Semidefinite programming Sparsity Exact semidefinite relaxations Quadratically constrained quadratic programs The rank of aggregated sparsity matrix Forest graph
ISSN:	0925-5001, 1573-2916
Online-Zugang:	Volltext
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