Naohiko Arima

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We propose a class of quadratic optimization problems whose exact optimal objective values can be computed by their completely positive cone programming relaxations. The objective function can be any quadratic form. The constraints of each problem are described in terms of quadratic forms with no linear terms, and all constraints are homogeneous equalities,(More)
For a quadratic optimization problem (QOP) with linear equality constraints in continuous nonnegative variables and binary variables, we propose three relaxations in simplified forms with a parameter λ: Lagrangian, completely positive, and copositive relaxations. These re-laxations are obtained by reducing the QOP to an equivalent QOP with a single(More)
In Part I of a series of study on Lagrangian-conic relaxations, we introduce a unified framework for conic and Lagrangian-conic relaxations of quadratic optimization problems (QOPs) and polynomial optimization problems (POPs). The framework is constructed with a linear conic optimization problem (COP) in a finite dimensional vector space endowed with an(More)
We propose the moment cone relaxation for a class of polynomial optimization problems (POPs) to extend the results on the completely positive cone programming relaxation for the quadratic optimization (QOP) model by Arima, Kim and Kojima. The moment cone relaxation is constructed to take advantage of sparsity of the POPs, so that efficient numerical methods(More)
The Lagrangian-doubly nonnegative (DNN) relaxation has recently been shown to provide effective lower bounds for a large class of nonconvex quadratic optimization problems (QOPs) using the bisection method combined with first-order methods by Kim, Kojima and Toh in 2016. While the bisection method has demonstrated the computational efficiency, determining(More)
We present the moment cone (MC) relaxation and a hierarchy of sparse Lagrangian-SDP relaxations of polynomial optimization problems (POPs) using the unified framework established in Part I. The MC relaxation is derived for a POP of minimizing a polynomial subject to a nonconvex cone constraint and polynomial equality constraints. It is an extension of the(More)
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