Further Development in Convex Conic Reformulation of Geometric Nonconvex Conic Optimization Problems
Abstract
A geometric nonconvex conic optimization problem (COP) was recently proposed by Kim, Kojima and Toh as a unified framework for convex conic reformulation of a class of quadratic optimization problems and polynomial optimization problems. The nonconvex COP minimizes a linear function over the intersection of a nonconvex cone $\mathbb{K}$, a convex subcone $\mathbb{J}$ of the convex hull co$\mathbb{K}$ of $\mathbb{K}$, and an affine hyperplane with a normal vector $H$. Under the assumption co$(\mathbb{K} \cap \mathbb{J}) = \mathbb{J}$, the original nonconvex COP in their paper was shown to be equivalently formulated as a convex conic program by replacing the constraint set with the intersection of $\mathbb{J}$ and the affine hyperplane. This paper further studies some remaining issues, not fully investigated there, such as the key assumption co$(\mathbb{K} \cap \mathbb{J}) = \mathbb{J}$ in the framework. More specifically, we provide three sets of necessary-sufficient conditions for the assumption. As an application, we propose a new wide class of quadratically constrained quadratic programs with multiple nonconvex equality and inequality constraints that can be solved exactly by their semidefinite relaxation.
- Publication:
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arXiv e-prints
- Pub Date:
- August 2023
- DOI:
- arXiv:
- arXiv:2308.05922
- Bibcode:
- 2023arXiv230805922A
- Keywords:
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- Mathematics - Optimization and Control;
- 90C20;
- 90C22;
- 90C25;
- 90C26
- E-Print:
- 21 pages, 6 figures