On the Convexification of Constrained Quadratic Optimization Problems with Indicator Variables

Author(s):  
Linchuan Wei ◽  
Andrés Gómez ◽  
Simge Küçükyavuz
2017 ◽  
Vol 2017 ◽  
pp. 1-10 ◽  
Author(s):  
Zixin Liu ◽  
Yuanan Liu ◽  
Lianglin Xiong

Based on the feature of projection operator under box constraint, by using convex analysis method, this paper proposed three robust linear systems to solve a class of quadratic optimization problems. Utilizing linear matrix inequality (LMI) technique, eigenvalue perturbation theory, Lyapunov-Razumikhin method, and LaSalle’s invariance principle, some stable criteria for the related models are also established. Compared with previous criteria derived in the literature cited herein, the stable criteria established in this paper are less conservative and more practicable. Finally, a numerical simulation example and an application example in compressed sensing problem are also given to illustrate the validity of the criteria established in this paper.


Processes ◽  
2019 ◽  
Vol 7 (11) ◽  
pp. 838 ◽  
Author(s):  
Georgia Kouyialis ◽  
Xiaoyu Wang ◽  
Ruth Misener

Symmetry in mathematical optimization may create multiple, equivalent solutions. In nonconvex optimization, symmetry can negatively affect algorithm performance, e.g., of branch-and-bound when symmetry induces many equivalent branches. This paper develops detection methods for symmetry groups in quadratically-constrained quadratic optimization problems. Representing the optimization problem with adjacency matrices, we use graph theory to transform the adjacency matrices into binary layered graphs. We enter the binary layered graphs into the software package nauty that generates important symmetric properties of the original problem. Symmetry pattern knowledge motivates a discretization pattern that we use to reduce computation time for an approximation of the point packing problem. This paper highlights the importance of detecting and classifying symmetry and shows that knowledge of this symmetry enables quick approximation of a highly symmetric optimization problem.


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