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arxiv: 1508.01000 · v1 · pith:6W63P72Lnew · submitted 2015-08-05 · 🧮 math.OC

Uniform Quadratic Optimization and Extensions

classification 🧮 math.OC
keywords quadraticapproximationboundconstrainedestablishnonconvexproblemprogramming
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The uniform quadratic optimizatin problem (UQ) is a nonconvex quadratic constrained quadratic programming (QCQP) sharing the same Hessian matrix. Based on the second-order cone programming (SOCP) relaxation, we establish a new sufficient condition to guarantee strong duality for (UQ) and then extend it to (QCQP), which not only covers several well-known results in literature but also partially gives answers to a few open questions. For convex constrained nonconvex (UQ), we propose an improved approximation algorithm based on (SOCP). Our approximation bound is dimensional independent. As an application, we establish the first approximation bound for the problem of finding the Chebyshev center of the intersection of several balls.

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