Immanuel M. Bomze

The complexity of simple models – a study of worst and typical hard cases for the Standard Quadratic Optimization Problem

  • Immanuel M. Bomze
  • Werner Schachinger
  • Reinhard Ullrich
    • Categories Game Theory, Global Optimization Theory, Quadratic Programming

    In a Standard Quadratic Optimization Problem (StQP), a possibly indefinite quadratic form (the simplest nonlinear function) is extremized over the standard simplex, the simplest polytope. Despite this simplicity, the nonconvex instances of this problem class allow for remarkably rich patterns of coexisting local solutions, which are closely related to practical difficulties in solving StQPs globally. … Read more

    Copositivity for second-order optimality conditions in general smooth optimization problems

  • Immanuel M. Bomze
    • Categories Constrained Nonlinear Optimization, Quadratic Programming Tags , , , ,

    Second-order local optimality conditions involving copositivity of the Hessian of the Lagrangian on the reduced linearization cone have the advantage that there is only a small gap between sufficient (the Hessian is strictly copositive) and necessary (the Hessian is copositive) conditions. In this respect, this is a proper generalization of convexity of the Lagrangian. We … Read more

    New lower bounds and asymptotics for the cp-rank

  • Immanuel M. Bomze
  • Werner Schachinger
  • Reinhard Ullrich
    • Categories Linear, Cone and Semidefinite Programming Tags , ,

    Let $p_n$ denote the largest possible cp-rank of an $n\times n$ completely positive matrix. This matrix parameter has its significance both in theory and applications, as it sheds light on the geometry and structure of the solution set of hard optimization problems in their completely positive formulation. Known bounds for $p_n$ are $s_n=\binom{n+1}2-4$, the current … Read more

    Copositivity-based approximations for mixed-integer fractional quadratic optimization

  • Paula Alexandra Amaral
  • Immanuel M. Bomze
    • Categories Constrained Nonlinear Optimization, Linear, Cone and Semidefinite Programming Tags , ,

    We propose a copositive reformulation of the mixed-integer fractional quadratic problem (MIFQP) under general linear constraints. This problem class arises naturally in many applications, e.g., for optimizing communication or social networks, or studying game theory problems arising from genetics. It includes several APX-hard subclasses: the maximum cut problem, the $k$-densest subgraph problem and several of … Read more

    From seven to eleven: completely positive matrices with high cp-rank

  • Immanuel M. Bomze
  • Werner Schachinger
  • Reinhard Ullrich
    • Categories Linear, Cone and Semidefinite Programming Tags , , , ,

    We study $n\times n$ completely positive matrices $M$ on the boundary of the completely positive cone, namely those orthogonal to a copositive matrix $S$ which generates a quadratic form with finitely many zeroes in the standard simplex. Constructing particular instances of $S$, we are able to construct counterexamples to the famous Drew-Johnson-Loewy conjecture (1994) for … Read more

    Copositive relaxation beats Lagrangian dual bounds in quadratically and linearly constrained QPs

  • Immanuel M. Bomze
    • Categories Global Optimization Theory, Linear, Cone and Semidefinite Programming, Quadratic Programming Tags , , , , ,

    We study non-convex quadratic minimization problems under (possibly non-convex) quadratic and linear constraints, and characterize both Lagrangian and Semi-Lagrangian dual bounds in terms of conic optimization. While the Lagrangian dual is equivalent to the SDP relaxation (which has been known for quite a while, although the presented form, incorporating explicitly linear constraints, seems to be … Read more

    Narrowing the difficulty gap for the Celis-Dennis-Tapia problem

  • Immanuel M. Bomze
  • Michael L. Overton
    • Categories Constrained Nonlinear Optimization, Global Optimization Theory, Quadratic Programming Tags , , , ,

    We study the {\em Celis-Dennis-Tapia (CDT) problem}: minimize a non-convex quadratic function over the intersection of two ellipsoids. In contrast to the well-studied trust region problem where the feasible set is just one ellipsoid, the CDT problem is not yet fully understood. Our main objective in this paper is to narrow the difficulty gap that … Read more

    Rounding on the standard simplex: regular grids for global optimization

  • Immanuel M. Bomze
  • E. Alper Yildirim
  • Stefan Gollowitzer
    • Categories Constrained Nonlinear Optimization, Global Optimization Theory

    Given a point on the standard simplex, we calculate a proximal point on the regular grid which is closest with respect to any norm in a large class, including all $\ell^p$-norms for $p\ge 1$. We show that the minimal $\ell^p$-distance to the regular grid on the standard simplex can exceed one, even for very fine … Read more

    On the cp-rank and minimal cp factorizations of a completely positive matrix

  • Immanuel M. Bomze
  • Florian Jarre
  • Werner Schachinger
  • Naomi Shaked-Monderer
    • Categories Linear, Cone and Semidefinite Programming Tags ,

    We show that the maximal cp-rank of $n\times n$ completely positive matrices is attained at a positive-definite matrix on the boundary of the cone of $n\times n$ completely positive matrices, thus answering a long standing question. We also show that the maximal cp-rank of $5\times 5$ matrices equals six, which proves the famous Drew-Johnson-Loewy conjecture … Read more

    Copositive optimization – recent developments and applications

  • Immanuel M. Bomze
    • Categories (Mixed) Integer Nonlinear Programming, Linear, Cone and Semidefinite Programming, Quadratic Programming

    Due to its versatility, copositive optimization receives increasing interest in the Operational Research community, and is a rapidly expanding and fertile field of research. It is a special case of conic optimization, which consists of minimizing a linear function over a cone subject to linear constraints. The diversity of copositive formulations in different domains of … Read more