DocumentCode
728684
Title
Acyclic semidefinite approximations of quadratically constrained quadratic programs
Author
Louca, Raphael ; Bitar, Eilyan
Author_Institution
Sch. of Electr. & Comput. Eng., Cornell Univ., Ithaca, NY, USA
fYear
2015
fDate
1-3 July 2015
Firstpage
5925
Lastpage
5930
Abstract
Quadratically constrained quadratic programs (QCQPs) belong to a class of nonconvex optimization problems that are NP-hard in general. Recent results have shown that QCQPs having acyclic graph structure can be solved in polynomial time, provided that their constraints satisfy a certain technical condition. In this paper, we consider complex QCQPs with arbitrary graph structure and investigate the extent to which it is possible to apply structured perturbations on the problem data to yield acyclic QCQPs having optimal solutions satisfying certain approximation guarantees. Specifically, we provide sufficient conditions under which the perturbed QCQP can be solved in polynomial time to yield a feasible solution to the original QCQP and derive an explicit bound on the performance of said solution in the worst case.
Keywords
approximation theory; computational complexity; concave programming; constraint handling; graph theory; perturbation techniques; quadratic programming; NP-hard problem; acyclic QCQP; acyclic semidefinite approximations; arbitrary graph structure; complex QCQP; nonconvex optimization problems; polynomial time; quadratically constrained quadratic programs; structured perturbations; sufficient conditions; Approximation methods; IP networks; Mathematical programming; Optimized production technology; Polynomials; Programming; Approximation Guarantees; Convex Relaxation; Quadraticlly Constrained Quadratic Programming; Semidefinite Programming;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference (ACC), 2015
Conference_Location
Chicago, IL
Print_ISBN
978-1-4799-8685-9
Type
conf
DOI
10.1109/ACC.2015.7172269
Filename
7172269
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