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 QCQP...Show MoreMetadata
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.
Published in: 2015 American Control Conference (ACC)
Date of Conference: 01-03 July 2015
Date Added to IEEE Xplore: 30 July 2015
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- IEEE Keywords
- Index Terms
- Optimization Problem ,
- Feasible Solution ,
- Acyclic Graph ,
- Graph Structure ,
- Technical Conditions ,
- Arbitrary Structure ,
- Estimation Algorithm ,
- Feasible Set ,
- Subset Of Set ,
- Positive Semidefinite Matrix ,
- Dual Problem ,
- Nonlinear Optimization Problem ,
- Linearly Separable ,
- Original Program ,
- Performance Of Solutions ,
- Semidefinite Programming ,
- Hermitian Matrix ,
- Performance Guarantees ,
- Primal Problem ,
- Semidefinite Relaxation ,
- Complex Conjugate Transpose ,
- Max-Cut
- Author Keywords
Keywords assist with retrieval of results and provide a means to discovering other relevant content. Learn more.
- IEEE Keywords
- Index Terms
- Optimization Problem ,
- Feasible Solution ,
- Acyclic Graph ,
- Graph Structure ,
- Technical Conditions ,
- Arbitrary Structure ,
- Estimation Algorithm ,
- Feasible Set ,
- Subset Of Set ,
- Positive Semidefinite Matrix ,
- Dual Problem ,
- Nonlinear Optimization Problem ,
- Linearly Separable ,
- Original Program ,
- Performance Of Solutions ,
- Semidefinite Programming ,
- Hermitian Matrix ,
- Performance Guarantees ,
- Primal Problem ,
- Semidefinite Relaxation ,
- Complex Conjugate Transpose ,
- Max-Cut
- Author Keywords