论文标题

在QCQPS的峰值凸面上

On convex hulls of epigraphs of QCQPs

论文作者

Wang, Alex L., Kilinc-Karzan, Fatma

论文摘要

二次约束二次程序(QCQP)是一类基本的优化问题类别,众所周知,通常是NP-HARD。在本文中,我们研究了足够的条件,以立即暗示QCQP的标准半决赛计划(SDP)放松很紧。我们首先概述了证明这种足够条件的一般框架。然后,使用此框架,我们表明,每当二次特征值多重性时,凸面结果就会成立,即捕获给定问题中存在的对称性量的参数,就足够大。我们的结果还意味着二阶锥体程序的紧密度(以及凸面精确度)同时对角线qcqps的二阶锥体松弛。

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 the standard semidefinite program (SDP) relaxation of a QCQP is tight. We begin by outlining a general framework for proving such sufficient conditions. Then using this framework, we show that the convex hull result holds whenever the quadratic eigenvalue multiplicity, a parameter capturing the amount of symmetry present in a given problem, is large enough. Our results also imply new sufficient conditions for the tightness (as well as convex hull exactness) of a second order cone program relaxation of simultaneously diagonalizable QCQPs.

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