Strong formulations for quadratic optimization with M-matrices and semi-continuous variables
We study quadratic optimization with semi-continuous variables and an M-matrix, i.e., PSD with non-positive off-diagonal entries. This structure arises in image segmentation, portfolio optimization, as well as a substructure of general quadratic optimization problems. We prove, under mild assumptions, that the minimization problem is solvable in polynomial time by showing its equivalence to a submodular … Read more