Linearizable Instances of the Quadratic Minimum Spanning Tree Problem on 3-Connected Graphs

An instance of the quadratic minimum spanning tree problem (QMSTP) is called linearizable if it can be rewritten as an instance of the linear minimum spanning tree problem in such a way that the objective function value is preserved at all feasible solutions. Previous work has shown that a sufficient condition for linearizability is that … Read more

Treewidth and the complexity of box-constrained quadratic programs

We consider the problem of minimizing a sparse quadratic function over the unit hypercube. In binary quadratic programming, treewidth of the interaction graph is a central parameter for tractability: bounded treewidth yields polynomial-time solvability. Motivated by this fact, we investigate whether treewidth plays a similar role when the binary domain is replaced by the unit … Read more

Applications of the Lorentz positive cone in nonconvex quadratic optimization

We consider the Lorentz positive cone of \(n \times m\)  matrices that map the Lorentz cone in \(R^m\) into the Lorentz cone in \(R^n\).  The Lorentz positive cone and its dual, the cone of Lorentz separable matrices, are shown to provide polynomial-time algorithms for the problem of minimizing a bilinear objective over variables contained in … Read more

Solution of Binary-Constrained Quadratic-Defined Optimization Problems by a Progressive Integer Programming Method

Extending a classic result of Giannessi and Tomasin [\textit{Lecture Notes in Comput. Sci. 3}, Springer, 1973, pp. 437–449], this paper shows that a binary-constrained quadratic-defined optimization problem can be formulated as a binary-constrained linear program with linear complementarity constraints (Bi-LPCC). The term “quadratic-defined problems” encompasses many problems that are defined by quadratic functions in the … Read more

Two-stage approach for the predispatch problem with uncertain demand using splitting variables in interior-point methods

The stochastic predispatch optimal power flow problem aims to minimize generation costs and transmission losses subject to network constraints under demand uncertainty. We formulate it as a two-stage stochastic quadratic optimization problem with fixed recourse, in which hydroelectric generation constitutes the here-and-now decision, while thermal generation and transmission flows are recourse decisions. Using a splitting-variable … Read more

Integer quadratic programming in fixed dimension is polynomial-time solvable

We give a deterministic polynomial-time algorithm for integer quadratic programming in every fixed dimension: it minimizes an arbitrary rational quadratic exactly over the integer points of a rational polyhedron, or certifies infeasibility or integer unboundedness. The core is a sign test that decides whether \(d^{\mathsf{T}}Qd\ge 0\) for every integer point \(d\) of a bounded symmetric … Read more

Sparsity-Preserving Integration of Convex Curvature Information into Linear Relaxations for Quadratic Unconstrained Binary Optimization

We systematically investigate the potentials of improving the lower bound obtained with a linear relaxation of the Quadratic Unconstrained Binary Optimization problem by integrating curvature information from an accompanying quadratic convex underestimator via gradient inequalities. On the one hand, we exemplify to which extent this hybrid approach may provide a lower bound that is strictly … Read more

Rational Jacobi Rotations and the Complexity of Approximating Mixed Integer Quadratic Programming

We present an algorithm that finds an epsilon-approximate solution to a mixed integer quadratic programming (MIQP) problem, and that runs on a Turing machine in time polynomial in the size of the instance and in 1/epsilon, provided that the number of integer variables and the number of negative eigenvalues of the Hessian of the objective … Read more

Coordinate Optimality Reformulation for Mixed-Integer Convex Programs with Indicators

We consider mixed-integer convex optimization problems in which binary indicators control continuous variables. We introduce the Coordinate Optimality Reformulation (CORe) framework, which augments standard indicator formulations by incorporating coordinate-wise optimality information. The resulting reformulations preserve global optimality while substantially improving branch-and-bound performance, particularly in sparse and structured settings where the coordinate-wise optimality conditions expose exploitable … Read more

Order-2 Tightness of Block-Sparse SOS Relaxations for One-Layer ReLU Network Verification with a Matching Input-Sharing Graph

Azuma, Kim, and Yamashita formulated the verification problem for one-layer ReLU networks as a quadratically constrained quadratic program and established tight semidefinite relaxations for the edgeless case and for one-unit settings. In this work, we represent the sharing pattern of undecided ReLUs over a box input set through an input-sharing graph and focus on the … Read more