scholarly journals Random projections for quadratic programs

2020 ◽  
Vol 183 (1-2) ◽  
pp. 619-647 ◽  
Author(s):  
Claudia D’Ambrosio ◽  
Leo Liberti ◽  
Pierre-Louis Poirion ◽  
Ky Vu
Keyword(s):  
Random Projections ◽  
Quadratic Programs

scholarly journals An alternative perspective on copositive and convex relaxations of nonconvex quadratic programs

2021 ◽  
Author(s):  
E. Alper Yıldırım
Keyword(s):  
Objective Function ◽  
Convex Relaxation ◽  
Large Family ◽  
Quadratic Program ◽  
Feasible Region ◽  
Recession Cone ◽  
Convex Relaxations ◽  
Quadratic Programs ◽  
Alternative Perspective ◽  
Optimal Value

AbstractWe study convex relaxations of nonconvex quadratic programs. We identify a family of so-called feasibility preserving convex relaxations, which includes the well-known copositive and doubly nonnegative relaxations, with the property that the convex relaxation is feasible if and only if the nonconvex quadratic program is feasible. We observe that each convex relaxation in this family implicitly induces a convex underestimator of the objective function on the feasible region of the quadratic program. This alternative perspective on convex relaxations enables us to establish several useful properties of the corresponding convex underestimators. In particular, if the recession cone of the feasible region of the quadratic program does not contain any directions of negative curvature, we show that the convex underestimator arising from the copositive relaxation is precisely the convex envelope of the objective function of the quadratic program, strengthening Burer’s well-known result on the exactness of the copositive relaxation in the case of nonconvex quadratic programs. We also present an algorithmic recipe for constructing instances of quadratic programs with a finite optimal value but an unbounded relaxation for a rather large family of convex relaxations including the doubly nonnegative relaxation.

scholarly journals Random projections of regular simplices

1992 ◽  
Vol 7 (3) ◽  
pp. 219-226 ◽  
Author(s):  
Fernando Affentranger ◽  
Rolf Schneider
Keyword(s):  
Random Projections
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