A second-order cone representable class of nonconvex quadratic programs
A second-order cone representable class of nonconvex quadratic programs
We consider the problem of minimizing a sparse nonconvex quadratic function over the unit hypercube. By developing an extension of the Reformulation Linearization Technique (RLT) to continuous quadratic sets, we propose a novel second-order cone (SOC) representable relaxation for this problem. By exploiting the sparsity of the quadratic function, we establish a sufficient condition under which the convex hull of the feasible region of the linearized problem is SOC-representable. While the proposed formulation may be of exponential size in general, we identify additional structural conditions that guarantee the existence of a polynomial-size SOC-representable formulation, which can be constructed in polynomial time. Under these conditions, the optimal value of the nonconvex quadratic program coincides with that of a polynomial-size second-order cone program. Our results serve as a starting point for bridging the gap between the Boolean quadric polytope of sparse problems and its continuous counterpart.
Santanu S. Dey、Aida Khajavirad
数学
Santanu S. Dey,Aida Khajavirad.A second-order cone representable class of nonconvex quadratic programs[EB/OL].(2025-08-25)[2025-09-05].https://arxiv.org/abs/2508.18435.点此复制
评论