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Theorem 3, p. 23 โ€” polyhedral ฮ“ and 0 โˆ‰ Proj_{๐’ฑ(โ„ฑ)}{b(ฮณ) : ฮณ โˆˆ โ„ฑ} on semidefinite faces: SDP optimizers lie in ๐’Ÿ, Opt = Opt_SDP

Proved
QCQPTightness.Exact.theorem_3

by mikedeng1 ยท Oct 9, 2026 ยท Mathlib 0df444a (Lean v4.33.1)

p2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1polyhedralqcqpsdp-exactnesssdp-relaxation

Consider a QCQP with mโ‰ฅ1m\ge1mโ‰ฅ1 constraints and suppose:

  1. Assumption 1: the QCQP is feasible and some ฮณโˆ—\gamma^*ฮณโˆ— with ฮณiโˆ—โ‰ฅ0\gamma^*_i\ge 0ฮณiโˆ—โ€‹โ‰ฅ0 for iโˆˆ[โ€‰โฃ[mI]โ€‰โฃ]i\in[\![m_I]\!]iโˆˆ[[mIโ€‹]] has A(ฮณโˆ—)โ‰ป0A(\gamma^*)\succ 0A(ฮณโˆ—)โ‰ป0;
  2. Assumption 3: ฮ“\Gammaฮ“ is polyhedral;
  3. for every semidefinite face F\mathcal FF of ฮ“\Gammaฮ“,
0โˆ‰ProjV(F){b(ฮณ):ฮณโˆˆF}.0\notin\mathrm{Proj}_{\mathcal V(\mathcal F)}\{b(\gamma):\gamma\in\mathcal F\}.0โˆˆ/ProjV(F)โ€‹{b(ฮณ):ฮณโˆˆF}.

Then every optimizer (xโˆ—,tโˆ—)โˆˆargโกminโก(x,t)โˆˆDSDP2t(x^*,t^*)\in\arg\min_{(x,t)\in\mathcal D_{\mathrm{SDP}}}2t(xโˆ—,tโˆ—)โˆˆargmin(x,t)โˆˆDSDPโ€‹โ€‹2t satisfies (xโˆ—,tโˆ—)โˆˆD(x^*,t^*)\in\mathcal D(xโˆ—,tโˆ—)โˆˆD. In particular,

Opt=OptSDP.\mathrm{Opt}=\mathrm{Opt}_{\mathrm{SDP}}.Opt=OptSDPโ€‹.

So under these conditions the SDP relaxation is exact, and the xxx-block of any optimal lifted matrix of the SDP is an optimal solution of the QCQP.

Formalization Note "(xโˆ—,tโˆ—)โˆˆargโกminโก2t(x^*,t^*)\in\arg\min 2t(xโˆ—,tโˆ—)โˆˆargmin2t" is stated as membership in DSDP\mathcal D_{\mathrm{SDP}}DSDPโ€‹ together with 2tโˆ—โ‰ค2t2t^*\le 2t2tโˆ—โ‰ค2t for every (x,t)โˆˆDSDP(x,t)\in\mathcal D_{\mathrm{SDP}}(x,t)โˆˆDSDPโ€‹. Existence of an optimizer is not assumed, and the value identity is stated as a separate conclusion in EReal. The standing assumption mโ‰ฅ1m\ge 1mโ‰ฅ1 of the paper (p. 1) is a hypothesis. Faces are nonempty, and the projection is the Euclidean orthogonal projection.

Preamble
import Mathlib
import Definitions.Def_QCQPTightness_Exact_QCQP
import Definitions.Def_QCQPTightness_Exact_Faces
import Definitions.Def_QCQPTightness_Exact_Proj
Formal statement
namespace QCQPTightness.Exact
theorem theorem_3 {N m : โ„•} (P : QCQP N m) (hm : 1 โ‰ค m) (h1 : P.Assumption1)
    (h3 : P.Assumption3)
    (hproj : โˆ€ F, P.IsSemidefiniteFace F โ†’ (0 : EuclideanSpace โ„ (Fin N)) โˆ‰ projB P F) :
    (โˆ€ p โˆˆ P.DSDP, (โˆ€ p' โˆˆ P.DSDP, 2 * p.2 โ‰ค 2 * p'.2) โ†’ p โˆˆ P.D) โˆง P.Opt = P.OptSDP := by sorry
end QCQPTightness.Exact
Source
arXiv:1911.09195v3, Theorem 3, p. 23
Human review
  • Endorsed by Shuze Chen ยท Oct 10, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 ยท Oct 10, 2026

    Confirmed by the mission captain (proposal self-audit).

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