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On obtaining the convex hull of quadratic inequalities via aggregations

Santanu S. Dey(santanu.dey***at***isye.gatech.edu)
Gonzalo Munoz(gonzalo.munoz***at***uoh.cl)
Felipe Serrano(serrano***at***i2damo.de)

Abstract: A classical approach for obtaining valid inequalities for a set involves weighted aggregations of the inequalities that describe such set. When the set is described by linear inequalities, thanks to the Farkas lemma, we know that every valid inequality can be obtained using aggregations. When the inequalities describing the set are two quadratics, Yildiran showed that the convex hull of the set is given by at most two aggregated inequalities. In this work, we study the case of a set described by three or more quadratic inequalities. We show that, under technical assumptions, the convex hull of a set described by three quadratic inequalities can be obtained via (potentially infinitely many) aggregated inequalities. We also show, through counterexamples, that it is unlikely to have a similar result if either the technical conditions are relaxed, or if we consider four or more inequalities.

Keywords: quadratically-constrained quadratic programs, nonconvex optimization, aggregations

Category 1: Global Optimization (Theory )

Citation:

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Entry Submitted: 06/23/2021
Entry Accepted: 06/27/2021
Entry Last Modified: 06/23/2021

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