Lagrangian-conic relaxations. I: A unified framework and its applications to quadratic optimization problems

MaRDI QIDQ5148358zbMATH OpenFDO

Authors Naohiko Arima, Sunyoung Kim, Masakazu Kojima, Kim-Chuan Toh

Publication date 3 February 2021

Full work available at URL http://www.yokohamapublishers.jp/online-p/PJO/vol14/pjov14n1p161.pdf

zbMATH Keywords

completely positive programming relaxationconvexificationdoubly nonnegative relaxationexploiting sparsityLagrangian-conic relaxationquadratic optimization problems

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25) Nonconvex programming, global optimization (90C26)

Recommendations

• Lagrangian-conic relaxations. II: Applications to polynomial optimization problems
• Simplified copositive and Lagrangian relaxations for linearly constrained quadratic optimization problems in continuous and binary variables
• Copositive relaxation beats Lagrangian dual bounds in quadratically and linearly constrained quadratic optimization problems
• A Lagrangian-DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems
• A GENERAL FRAMEWORK FOR CONVEX RELAXATION OF POLYNOMIAL OPTIMIZATION PROBLEMS OVER CONES

Cited in

(15)

• Equivalences and differences in conic relaxations of combinatorial quadratic optimization problems
• Polyhedral approximations of the semidefinite cone and their application
• Doubly nonnegative relaxations for quadratic and polynomial optimization problems with binary and box constraints
• Doubly nonnegative relaxations are equivalent to completely positive reformulations of quadratic optimization problems with block-clique graph structures
• Amenable cones: error bounds without constraint qualifications
• Simplified copositive and Lagrangian relaxations for linearly constrained quadratic optimization problems in continuous and binary variables
• Algorithm 996
• Lagrangian-conic relaxations. II: Applications to polynomial optimization problems
• A Newton-bracketing method for a simple conic optimization problem
• Quadratic problems with two quadratic constraints: convex quadratic relaxation and strong lagrangian duality
• A geometrical analysis on convex conic reformulations of quadratic and polynomial optimization problems
• A robust Lagrangian-DNN method for a class of quadratic optimization problems
• Copositive relaxation beats Lagrangian dual bounds in quadratically and linearly constrained quadratic optimization problems
• An exceptionally difficult binary quadratic optimization problem with symmetry: a challenge for the largest unsolved QAP instance Tai256c
• Strong duality of a conic optimization problem with a single hyperplane and two cone constraints

This page was built for publication: Lagrangian-conic relaxations. I: A unified framework and its applications to quadratic optimization problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5148358)