On Convex Hulls of Epigraphs of QCQPs

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Abstract

Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems well-known to be NP-hard in general. In this paper we study sufficient conditions for a convex hull result that immediately implies that the standard semidefinite program (SDP) relaxation of a QCQP is tight. We begin by outlining a general framework for proving such sufficient conditions. Then using this framework, we show that the convex hull result holds whenever the quadratic eigenvalue multiplicity, a parameter capturing the amount of symmetry present in a given problem, is large enough. Our results also imply new sufficient conditions for the tightness (as well as convex hull exactness) of a second order cone program relaxation of simultaneously diagonalizable QCQPs.

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Wang, A. L., & Kılınç-Karzan, F. (2020). On Convex Hulls of Epigraphs of QCQPs. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 12125 LNCS, pp. 419–432). Springer. https://doi.org/10.1007/978-3-030-45771-6_32

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