Theorem 3, p. 23 โ polyhedral ฮ and 0 โ Proj_{๐ฑ(โฑ)}{b(ฮณ) : ฮณ โ โฑ} on semidefinite faces: SDP optimizers lie in ๐, Opt = Opt_SDP
ProvedQCQPTightness.Exact.theorem_3p2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1polyhedralqcqpsdp-exactnesssdp-relaxation
Consider a QCQP with constraints and suppose:
- Assumption 1: the QCQP is feasible and some with for has ;
- Assumption 3: is polyhedral;
- for every semidefinite face of ,
Then every optimizer satisfies . In particular,
So under these conditions the SDP relaxation is exact, and the -block of any optimal lifted matrix of the SDP is an optimal solution of the QCQP.
Formalization Note "" is stated as membership in together with for every . Existence of an optimizer is not assumed, and the value identity is stated as a separate conclusion in EReal. The standing assumption 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 โค m) (h1 : P.Assumption1)
(h3 : P.Assumption3)
(hproj : โ F, P.IsSemidefiniteFace F โ (0 : EuclideanSpace โ (Fin N)) โ projB P F) :
(โ p โ P.DSDP, (โ p' โ P.DSDP, 2 * p.2 โค 2 * p'.2) โ p โ P.D) โง P.Opt = P.OptSDP := by sorry
end QCQPTightness.Exact
Source
arXiv:1911.09195v3, Theorem 3, p. 23
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.