Quadratic Programs with Non-intersecting Constraints

Abstract: Let F be a set defined by quadratic constraints. Understanding the structure of the lifted closed convex hull of C(F) is crucial to solve quadratically constrained quadratic programs related to F. In this talk, we discuss the relationship between C(F) and C(G), where G results by adding non-intersecting quadratic constraints to F. We prove that C(G) can be represented as the intersection of C(F) and some half spaces defined by the added constraints. Our result generalizes an existing result for bounded F. As a byproduct, we provide a complete description of the asymptotic cones of sets defined by a single quadratic equality.

game theorymachine learningmathematical softwarecomputer science theorycombinatoricsoptimization and control

Audience: researchers in the topic

Mixed Integer Programming Workshop 2021

Series comments: The 18th Mixed Integer Programming Workshop will be held online on May 24-27, 2021.

It will feature 21 distinguished invited speakers covering most aspects of Mathematical Optimization, an interactive, gamified MIP student poster session with 50 posters, and a casual business meeting.

Registration is free of charge. Register here: fico.zoom.us/webinar/register/2416186463858/WN_DVLhGOToQkKyvKYPiA4cQw

Find the website of MIP2021 at sites.google.com/view/mipworkshop2021/.