具有有限和无限二次约束的一类二次方程程序的精确 SDP 放松

Naohiko Arima, Sunyoung Kim, Masakazu Kojima
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引用次数: 0

摘要

我们研究了在由有限和无限多个非凸二次品质约束(半无限 QCQP)定义的可行区域上最小化非凸二次目标函数问题的精确半有限编程(SDP)松弛。具体来说,我们提出了可行区域上的两个充分条件,在这些条件下,可行区域上任意二次方目标函数的 QCQP 等价于其 SDP 松弛。第一个条件是作者最近提出的一个结果(arXiv:2308.05922,发表于《SIAM J. Optim.》)的扩展,从有限约束二次型程序扩展到半无限 QCQP。新引入的第二个条件为一大类 QCQPs 的可行区域提供了清晰的几何特征,这些 QCQPs 等价于它们的 SDP 松弛,同时还提供了几个示例,包括基于球、抛物线和双曲线约束的二次方程程序。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Exact SDP relaxations for a class of quadratic programs with finite and infinite quadratic constraints
We investigate exact semidefinite programming (SDP) relaxations for the problem of minimizing a nonconvex quadratic objective function over a feasible region defined by both finitely and infinitely many nonconvex quadratic inequality constraints (semi-infinite QCQPs). Specifically, we present two sufficient conditions on the feasible region under which the QCQP, with any quadratic objective function over the feasible region, is equivalent to its SDP relaxation. The first condition is an extension of a result recently proposed by the authors (arXiv:2308.05922, to appear in SIAM J. Optim.) from finitely constrained quadratic programs to semi-infinite QCQPs. The newly introduced second condition offers a clear geometric characterization of the feasible region for a broad class of QCQPs that are equivalent to their SDP relaxations. Several illustrative examples, including quadratic programs with ball-, parabola-, and hyperbola-based constraints, are also provided.
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