Corpus ID: 221516564

Exact SDP relaxations of quadratically constrained quadratic programs with forest structures

@inproceedings{Azuma2020ExactSR,
  title={Exact SDP relaxations of quadratically constrained quadratic programs with forest structures},
  author={Godai Azuma and M. Fukuda and Sunyoung Kim and M. Yamashita},
  year={2020}
}
  • Godai Azuma, M. Fukuda, +1 author M. Yamashita
  • Published 2020
  • Mathematics
  • We study the exactness of the semidefinite programming (SDP) relaxation of quadratically constrained quadratic programs (QCQPs). With the aggregate sparsity matrix from the data matrices of a QCQP with n variables, the rank and positive semidefiniteness of the matrix are examined. We prove that if the rank of the aggregate sparsity matrix is not less than n − 1 and the matrix remains positive semidefinite after replacing some off-diagonal nonzero elements with zeros, then the standard SDP… CONTINUE READING

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