Abstract
We present a unified geometrical analysis on the completely positive programming (CPP) reformulations of quadratic optimization problems (QOPs) and their extension to polynomial optimization problems (POPs) based on a class of geometrically defined nonconvex conic programs and their convexification. The class of nonconvex conic programs minimize a linear objective function in a vector space V over the constraint set represented geometrically as the intersection of a nonconvex cone K ⊂ V, a face J of the convex hull of K, and a parallel translation L of a hyperplane. We show that under moderate assumptions, the original nonconvex conic program can equivalently be reformulated as a convex conic program by replacing the constraint set with the intersection of J and L. The replacement procedure is applied for deriving the CPP reformulations of QOPs and their extension to POPs.
| Original language | English |
|---|---|
| Pages (from-to) | 1251-1273 |
| Number of pages | 23 |
| Journal | SIAM Journal on Optimization |
| Volume | 30 |
| Issue number | 2 |
| DOIs | |
| State | Published - 2020 |
Bibliographical note
Publisher Copyright:© 2020 Society for Industrial and Applied Mathematics.
Keywords
- Completely positive programming reformulation
- Conic optimization problems
- Faces of the completely positive cone
- Polynomial optimization problems
- Quadratic programs