aggregate sparsity

Exploiting Aggregate Sparsity in Second Order Cone Relaxations for Quadratic Constrained Quadratic Programming Problems

  • Heejune Sheen
  • Makoto Yamashita
    • Categories Quadratic Programming, Second-Order Cone Programming, Semi-definite Programming Tags , , , ,

    Among many approaches to increase the computational efficiency of semidefinite programming (SDP) relaxation for quadratic constrained quadratic programming problems (QCQPs), exploiting the aggregate sparsity of the data matrices in the SDP by Fukuda et al. (2001) and second-order cone programming (SOCP) relaxation have been popular. In this paper, we exploit the aggregate sparsity of SOCP … Read more