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Exploiting Aggregate Sparsity in Second Order Cone Relaxations for Quadratic Constrained Quadratic Programming Problems
Optimization and Control · Submitted 6 Nov 2019
abstract compiled · 2026-09-23 · no language-model review
The authors' main claim We demonstrate that exploiting the aggregate sparsity improves the computational efficiency of the SOCP relaxation for the same objective value as the SDP relaxation, thus much larger problems can be handled by the proposed SOCP relaxation than the SDP relaxation.
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The abstract, sentence by sentence
Among many approaches to increase the computational efficiency of semidefinite programming (SDP) relaxation for quadratic constrained quadratic programming problems (QCQPs), exploiting the aggregate sparsity of the data matrices in the SDP by Fukuda et al. (2001) and second-order cone programming (SOCP) relaxation have been popular. In this paper, we exploit the aggregate sparsity of SOCP relaxation of QCQPs. Specifically, we prove that exploiting the aggregate sparsity reduces the number of second-order cones in the SOCP relaxation, and that we can simplify the matrix completion procedure by Fukuda et al. in both primal and dual of the SOCP relaxation problem without losing the max-determinant property. For numerical experiments, QCQPs from the lattice graph and pooling problem are tested as their SOCP relaxations provide the same optimal value as the SDP relaxations. We demonstrate that exploiting the aggregate sparsity improves the computational efficiency of the SOCP relaxation for the same objective value as the SDP relaxation, thus much larger problems can be handled by the proposed SOCP relaxation than the SDP relaxation.
background contribution method result interpretation main claim
| # | sentence | role | the authors' own work | states the main conclusion | strength |
|---|---|---|---|---|---|
| s0 | Among many approaches to increase the computational efficiency of semidefinite programming (SDP) relaxation for quadratic constrained quadratic programming problems (QCQPs), exploiting the aggregate sparsity of the data matrices in the SDP by Fukuda et al. (2001) and second-order cone programming (SOCP) relaxation have been popular. | background 1.00 | 0.04 | 0.03 | asserted 1.00 |
| s1 | In this paper, we exploit the aggregate sparsity of SOCP relaxation of QCQPs. | contribution 1.00 | 0.88 | 0.12 | asserted 0.98 |
| s2 | Specifically, we prove that exploiting the aggregate sparsity reduces the number of second-order cones in the SOCP relaxation, and that we can simplify the matrix completion procedure by Fukuda et al. in both primal and dual of the SOCP relaxation problem without losing the max-determinant property. | contribution 0.55 | 0.91 | 0.39 | asserted 1.00 |
| s3 | For numerical experiments, QCQPs from the lattice graph and pooling problem are tested as their SOCP relaxations provide the same optimal value as the SDP relaxations. | method 0.72 | 0.88 | 0.05 | asserted 0.97 |
| s4 | We demonstrate that exploiting the aggregate sparsity improves the computational efficiency of the SOCP relaxation for the same objective value as the SDP relaxation, thus much larger problems can be handled by the proposed SOCP relaxation than the SDP relaxation. | result 0.65 | 0.95 | 0.85 | asserted 1.00 |
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Original abstract
Among many approaches to increase the computational efficiency of semidefinite programming (SDP) relaxation for quadratic constrained quadratic programming problems (QCQPs), exploiting the aggregate sparsity of the data matrices in the SDP by Fukuda et al. (2001) and second-order cone programming (SOCP) relaxation have been popular. In this paper, we exploit the aggregate sparsity of SOCP relaxation of QCQPs. Specifically, we prove that exploiting the aggregate sparsity reduces the number of second-order cones in the SOCP relaxation, and that we can simplify the matrix completion procedure by Fukuda et al. in both primal and dual of the SOCP relaxation problem without losing the max-determinant property. For numerical experiments, QCQPs from the lattice graph and pooling problem are tested as their SOCP relaxations provide the same optimal value as the SDP relaxations. We demonstrate that exploiting the aggregate sparsity improves the computational efficiency of the SOCP relaxation for the same objective value as the SDP relaxation, thus much larger problems can be handled by the proposed SOCP relaxation than the SDP relaxation.
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The aggregate sparsity matrix from the data matrices of QCQPs in this paper is employed to examine the rank of the SDP dual solution, while it has been mostly studied for improving computational efficiency of solving the SDP relaxation [ref] .
Exact SDP relaxations of quadratically constrained quadratic programs with forest structures · Introduction · 0.89
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