Cones of Matrices and Successive Convex Relaxations of Nonconvex Sets

DOI10.1137/S1052623498336450zbMath0966.90062OpenAlexW1992101048MaRDI QIDQ4509736

Kojima, Masakazu, Tunçel, Levent

Publication date: 19 October 2000

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623498336450

zbMATH Keywords

global optimizationsemidefinite programminglinear matrix inequalitynonconvex quadratic optimization problembilinear matrix inequalitysemi-infinite programming

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Semi-infinite programming (90C34) Positive matrices and their generalizations; cones of matrices (15B48) Variants of convex sets (star-shaped, ((m, n))-convex, etc.) (52A30)

Related Items (23)

Obtaining Tighter Relaxations of Mathematical Programs with Complementarity Constraints ⋮ Conic mixed-integer rounding cuts ⋮ Generating cutting planes for the semidefinite relaxation of quadratic programs ⋮ Sequential semidefinite program for maximum robustness design of structures under load uncertainty ⋮ A note on set-semidefinite relaxations of nonconvex quadratic programs ⋮ New bounds for nonconvex quadratically constrained quadratic programming ⋮ Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation ⋮ Enhancing semidefinite relaxation for quadratically constrained quadratic programming via penalty methods ⋮ Unification of lower-bound analyses of the lift-and-project rank of combinatorial optimization polyhedra ⋮ New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation ⋮ A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations ⋮ Polynomials nonnegative on a grid and discrete optimization ⋮ Semidefinite relaxation for linear programs with equilibrium constraints ⋮ Semidefinite programming for discrete optimization and matrix completion problems ⋮ Second order cone programming relaxation of nonconvex quadratic optimization problems ⋮ Global optimization of rational functions: a semidefinite programming approach ⋮ Convex quadratic relaxations of nonconvex quadratically constrained quadratic programs ⋮ Intersection cuts for nonlinear integer programming: convexification techniques for structured sets ⋮ Faster, but weaker, relaxations for quadratically constrained quadratic programs ⋮ A Notion of Total Dual Integrality for Convex, Semidefinite, and Extended Formulations ⋮ On Robust Solutions to Uncertain Linear Complementarity Problems and their Variants ⋮ On the finite convergence of successive SDP relaxation methods ⋮ On the Slater condition for the SDP relaxations of nonconvex sets

This page was built for publication: Cones of Matrices and Successive Convex Relaxations of Nonconvex Sets