Tight semidefinite programming relaxations for sparse box-constrained quadratic programs

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Authors: Aida Khajavirad
Cited by: 0

Abstract

We introduce a new class of semidefinite programming (SDP) relaxations for sparse box-constrained quadratic programs, obtained by a novel integration of the Reformulation Linearization Technique into standard SDP relaxations while explicitly exploiting the sparsity of the problem. The resulting relaxations are not implied by some of the most widely-used LP and SDP relaxations for this class of optimization problems. We establish a sufficient condition under which the convex hull of the feasible region of the lifted quadratic program is SDP-representable; the proof is constructive and yields an explicit extended formulation. Although the resulting SDP may be of exponential size in general, we further identify additional structural conditions on the sparsity of the optimization problem that guarantee the existence of a polynomial-size SDP-representable formulation, which can be constructed in polynomial time.

Fields of Study & Subjects

Advanced Optimization Algorithms Research Complexity and Algorithms in Graphs Risk and Portfolio Optimization

Publication details

Journal / source
arXiv (Cornell University)
Publication date
26 January 2026
Document type
Preprint