convex relaxations
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Author(s):  
E. Alper Yıldırım

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.


2021 ◽  
Vol 17 (3) ◽  
pp. 1-23
Author(s):  
Caterina Viola ◽  
Christian Coester

Convex relaxations have been instrumental in solvability of constraint satisfaction problems (CSPs), as well as in the three different generalisations of CSPs: valued CSPs, infinite-domain CSPs, and most recently promise CSPs. In this work, we extend an existing tractability result to the three generalisations of CSPs combined: We give a sufficient condition for the combined basic linear programming and affine integer programming relaxation for exact solvability of promise valued CSPs over infinite-domains. This extends a result of Brakensiek and Guruswami (SODA’20) for promise (non-valued) CSPs (on finite domains).


Author(s):  
Jialiang Xu ◽  
Yun-Bin Zhao

AbstractThe optimization problem with sparsity arises in many areas of science and engineering such as compressed sensing, image processing, statistical learning and data sparse approximation. In this paper, we study the dual-density-based reweighted $$\ell _{1}$$ ℓ 1 -algorithms for a class of $$\ell _{0}$$ ℓ 0 -minimization models which can be used to model a wide range of practical problems. This class of algorithms is based on certain convex relaxations of the reformulation of the underlying $$\ell _{0}$$ ℓ 0 -minimization model. Such a reformulation is a special bilevel optimization problem which, in theory, is equivalent to the underlying $$\ell _{0}$$ ℓ 0 -minimization problem under the assumption of strict complementarity. Some basic properties of these algorithms are discussed, and numerical experiments have been carried out to demonstrate the efficiency of the proposed algorithms. Comparison of numerical performances of the proposed methods and the classic reweighted $$\ell _1$$ ℓ 1 -algorithms has also been made in this paper.


Author(s):  
Frauke Liers ◽  
Alexander Martin ◽  
Maximilian Merkert ◽  
Nick Mertens ◽  
Dennis Michaels

AbstractSolving mixed-integer nonlinear optimization problems (MINLPs) to global optimality is extremely challenging. An important step for enabling their solution consists in the design of convex relaxations of the feasible set. Known solution approaches based on spatial branch-and-bound become more effective the tighter the used relaxations are. Relaxations are commonly established by convex underestimators, where each constraint function is considered separately. Instead, a considerably tighter relaxation can be found via so-called simultaneous convexification, where convex underestimators are derived for more than one constraint function at a time. In this work, we present a global solution approach for solving mixed-integer nonlinear problems that uses simultaneous convexification. We introduce a separation method that relies on determining the convex envelope of linear combinations of the constraint functions and on solving a nonsmooth convex problem. In particular, we apply the method to quadratic absolute value functions and derive their convex envelopes. The practicality of the proposed solution approach is demonstrated on several test instances from gas network optimization, where the method outperforms standard approaches that use separate convex relaxations.


Author(s):  
Jaromił Najman ◽  
Dominik Bongartz ◽  
Alexander Mitsos

AbstractThe computation of lower bounds via the solution of convex lower bounding problems depicts current state-of-the-art in deterministic global optimization. Typically, the nonlinear convex relaxations are further underestimated through linearizations of the convex underestimators at one or several points resulting in a lower bounding linear optimization problem. The selection of linearization points substantially affects the tightness of the lower bounding linear problem. Established methods for the computation of such linearization points, e.g., the sandwich algorithm, are already available for the auxiliary variable method used in state-of-the-art deterministic global optimization solvers. In contrast, no such methods have been proposed for the (multivariate) McCormick relaxations. The difficulty of determining a good set of linearization points for the McCormick technique lies in the fact that no auxiliary variables are introduced and thus, the linearization points have to be determined in the space of original optimization variables. We propose algorithms for the computation of linearization points for convex relaxations constructed via the (multivariate) McCormick theorems. We discuss alternative approaches based on an adaptation of Kelley’s algorithm; computation of all vertices of an n-simplex; a combination of the two; and random selection. All algorithms provide substantial speed ups when compared to the single point strategy used in our previous works. Moreover, we provide first results on the hybridization of the auxiliary variable method with the McCormick technique benefiting from the presented linearization strategies resulting in additional computational advantages.


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