A second-order cone representable class of nonconvex quadratic programs

成果类型:
Article; Early Access
署名作者:
Dey, Santanu S.; Khajavirad, Aida
署名单位:
Georgia Institute of Technology; University System of Georgia; Georgia Institute of Technology; Lehigh University
刊物名称:
MATHEMATICAL PROGRAMMING
ISSN/ISSBN:
0025-5610; 1436-4646
DOI:
10.1007/s10107-026-02364-y
发表日期:
2026-05-26
关键词:
Nonconvex quadratic programming convex hull Second-order cone representable Boolean quadric polytope Polynomial-size extended formulation convex-hull optimization relaxations hierarchy polytope
摘要:
We consider the problem of minimizing a sparse nonconvex quadratic function over the unit hypercube. By developing an extension of the Reformulation-Linearization Technique (RLT) to continuous quadratic sets, we propose a novel second-order cone (SOC) representable relaxation for this problem. By exploiting the sparsity of the quadratic function, we establish a sufficient condition under which the convex hull of the feasible region of the lifted quadratic program is SOC-representable. While the proposed formulation may be of exponential size in general, we identify additional structural conditions that guarantee the existence of a polynomial-size SOC-representable formulation, which can be constructed in polynomial time. Under these conditions, the optimal value of the nonconvex quadratic program coincides with that of a polynomial-size second-order cone program. Our results serve as a starting point for bridging the gap between the Boolean quadric polytope of sparse problems and its continuous counterpart.
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