Exact semidefinite formulations for a class of (random and non-random) nonconvex quadratic programs

We study a class of quadratically constrained quadratic programs (QCQPs), called diagonal QCQPs , which contain no off-diagonal terms x j x k for j ≠ k , and we provide a sufficient condition on the problem data guaranteeing that the basic Shor semidefinite relaxation is exact. Our condition complem...

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Vydáno v:	Mathematical programming Ročník 181; číslo 1; s. 1 - 17
Hlavní autoři:	Burer, Samuel, Ye, Yinyu
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Berlin/Heidelberg Springer Berlin Heidelberg 01.05.2020 Springer Nature B.V
Témata:	Approximation Calculus of Variations and Optimal Control; Optimization Combinatorics Constraints Formulations Full Length Paper Mathematical and Computational Physics Mathematical Methods in Physics Mathematical programming Mathematics Mathematics and Statistics Mathematics of Computing Numerical Analysis Optimization Polynomials Theoretical Variables 90C20 Low-rank solutions 90C26 Semidefinite relaxation Quadratically constrained quadratic programming 90C22
ISSN:	0025-5610, 1436-4646
On-line přístup:	Získat plný text
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