稀疏约束下标准二次优化问题的可处理凸松弛。

IF 1.6 3区 数学 Q2 MATHEMATICS, APPLIED
Immanuel Bomze, Bo Peng, Yuzhou Qiu, E Alper Yıldırım
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引用次数: 0

摘要

标准二次优化问题(StQPs)在各种应用中提供了一种通用的建模工具。在本文中,我们考虑具有硬稀疏性约束的stqp,称为稀疏stqp。我们重点研究了由混合二元二次型公式引起的稀疏StQPs的各种可处理的凸松弛,即由重新公式-线性化技术给出的线性优化松弛,Shor松弛以及它们的组合产生的松弛。我们建立了这些弛豫与没有任何稀疏约束的stqp的相应弛豫的几个结构性质,并特别注意了这些弛豫所保留的秩一可行解。然后我们利用这些关系建立了关于由不同松弛引起的下界性质的几个结果。我们还提出了几个条件,以确保每个松弛的准确性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On Tractable Convex Relaxations of Standard Quadratic Optimization Problems under Sparsity Constraints.

Standard quadratic optimization problems (StQPs) provide a versatile modelling tool in various applications. In this paper, we consider StQPs with a hard sparsity constraint, referred to as sparse StQPs. We focus on various tractable convex relaxations of sparse StQPs arising from a mixed-binary quadratic formulation, namely, the linear optimization relaxation given by the reformulation-linearization technique, the Shor relaxation, and the relaxation resulting from their combination. We establish several structural properties of these relaxations in relation to the corresponding relaxations of StQPs without any sparsity constraints, and pay particular attention to the rank-one feasible solutions retained by these relaxations. We then utilize these relations to establish several results about the quality of the lower bounds arising from different relaxations. We also present several conditions that ensure the exactness of each relaxation.

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来源期刊
CiteScore
3.30
自引率
5.30%
发文量
149
审稿时长
9.9 months
期刊介绍: The Journal of Optimization Theory and Applications is devoted to the publication of carefully selected regular papers, invited papers, survey papers, technical notes, book notices, and forums that cover mathematical optimization techniques and their applications to science and engineering. Typical theoretical areas include linear, nonlinear, mathematical, and dynamic programming. Among the areas of application covered are mathematical economics, mathematical physics and biology, and aerospace, chemical, civil, electrical, and mechanical engineering.
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