Papers › A Slightly Lifted Convex Relaxation for Nonconvex Quadratic Programming with Ball Constraints

A Slightly Lifted Convex Relaxation for Nonconvex Quadratic Programming with Ball Constraints

2 Mar 2023arXiv:2303.01624links table onlyarchive 2025-07-28

Samuel Burer

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Globally optimizing a nonconvex quadratic over the intersection of m balls in ℝⁿ is known to be polynomial-time solvable for fixed m. Moreover, when m=1, the standard semidefinite relaxation is exact. When m=2, it has been shown recently that an exact relaxation can be constructed using a disjunctive semidefinite formulation based essentially on two copies of the m=1 case. However, there is no known explicit, tractable, exact convex representation for m ≥3. In this paper, we construct a new, polynomially sized semidefinite relaxation for all m, which does not employ a disjunctive approach. We show that our relaxation is exact for m=2. Then, for m ≥3, we demonstrate empirically that it is fast and strong compared to existing relaxations. The key idea of the relaxation is a simple lifting of the original problem into dimension n+1. Extending this construction: (i) we show that nonconvex quadratic programming over ‖x‖ ≤min{ 1, g + hᵀ x } has an exact semidefinite representation; and (ii) we construct a new relaxation for quadratic programming over the intersection of two ellipsoids, which globally solves all instances of a benchmark collection from the literature.

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