Convexifiability of continuous and discrete nonnegative quadratic programs for gap-free duality
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Publication:2273897
Abstract: In this paper we show that a convexifiability property of nonconvex quadratic programs with nonnegative variables and quadratic constraints guarantees zero duality gap between the quadratic programs and their semi-Lagrangian duals. More importantly, we establish that this convexifiability is hidden in classes of nonnegative homogeneous quadratic programs and discrete quadratic programs, such as mixed integer quadratic programs, revealing zero duality gaps. As an application, we prove that robust counterparts of uncertain mixed integer quadratic programs with objective data uncertainty enjoy zero duality gaps under suitable conditions. Various sufficient conditions for convexifiability are also given.
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Cited in
(6)- Semidefinite program duals for separable polynomial programs involving box constraints
- A copositive Farkas lemma and minimally exact conic relaxations for robust quadratic optimization with binary and quadratic constraints
- On zero duality gap in nonconvex quadratic programming problems
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