Exact Second-Order Cone Programming Relaxations for Some Nonconvex Minimax Quadratic Optimization Problems
From MaRDI portal
Publication:4609471
DOI10.1137/16M1058480zbMath1396.90064MaRDI QIDQ4609471
Guoyin Li, Vaithilingam Jeyakumar
Publication date: 3 April 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
robust optimizationsecond-order cone programmingnonconvex quadratic programsminimax quadratic programs
Minimax problems in mathematical programming (90C47) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20)
Related Items (14)
Exact dual semi-definite programs for affinely adjustable robust SOS-convex polynomial optimization problems ⋮ Conic linear programming duals for classes of quadratic semi-infinite programs with applications ⋮ Conic relaxations with stable exactness conditions for parametric robust convex polynomial problems ⋮ KKT-based primal-dual exactness conditions for the Shor relaxation ⋮ (Global) optimization: historical notes and recent developments ⋮ Optimality conditions for nondifferentiable minimax programs and vector optimization problems ⋮ On second-order conic programming duals for robust convex quadratic optimization problems ⋮ Quadratically adjustable robust linear optimization with inexact data via generalized S-lemma: exact second-order cone program reformulations ⋮ Lower bound estimation for a family of high-dimensional sparse covariance matrices ⋮ Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules ⋮ Convexifiability of continuous and discrete nonnegative quadratic programs for gap-free duality ⋮ Exact dual bounds for some nonconvex minimax quadratic optimization problems ⋮ A copositive Farkas lemma and minimally exact conic relaxations for robust quadratic optimization with binary and quadratic constraints ⋮ Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity
Cites Work
- Unnamed Item
- Unnamed Item
- Necessary and sufficient conditions for \(S\)-lemma and~nonconvex quadratic optimization
- A complete characterization of strong duality in nonconvex optimization with a single constraint
- Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
- Duality and solutions for quadratic programming over single non-homogeneous quadratic constraint
- Approximate solutions of continuous dispersion problems
- On a subproblem of trust region algorithms for constrained optimization
- On the convexity of a class of quadratic mappings and its application to the problem of finding the smallest ball enclosing a given intersection of balls
- Non-convex quadratic minimization problems with quadratic constraints: global optimality conditions
- Convexity properties associated with nonconvex quadratic matrix functions and applications to quadratic programming
- A remark on the convexity and positive definiteness concerning Hermitian matrices
- Handbook of global optimization. Vol. 2
- A convergent hierarchy of SDP relaxations for a class of hard robust global polynomial optimization problems
- Convexity of quadratic transformations and its use in control and optimization
- A geometric characterization of strong duality in nonconvex quadratic programming with linear and nonconvex quadratic constraints
- Generalized S-lemma and strong duality in nonconvex quadratic programming
- Hidden conic quadratic representation of some nonconvex quadratic optimization problems
- The trust region subproblem with non-intersecting linear constraints
- Lectures on Modern Convex Optimization
- Simultaneous Diagonalization of Matrices and Its Applications in Quadratically Constrained Quadratic Programming
- Introduction to Nonlinear Optimization
- Strong Duality in Robust Convex Programming: Complete Characterizations
- Alternative Theorems for Quadratic Inequality Systems and Global Quadratic Optimization
- Strong Duality in Cone Constrained Nonconvex Optimization
- Second-Order-Cone Constraints for Extended Trust-Region Subproblems
- Convex Relaxations of the Weighted Maxmin Dispersion Problem
- Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints
This page was built for publication: Exact Second-Order Cone Programming Relaxations for Some Nonconvex Minimax Quadratic Optimization Problems