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Theorem 1, p. 13 — for polyhedral Γ with dim 𝒱(ℱ) ≥ aff dim{b(γ) : γ ∈ ℱ} + 1 on every semidefinite face, conv(𝒟) = 𝒟_SDP and Opt = Opt_SDP

Proved
QCQPTightness.ConvHull.theorem_1

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

convex-hullepigraphp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1polyhedralqcqpsdp-relaxation

Consider the QCQP (1) with m≥1m\ge1m≥1 constraints, its epigraph D\mathcal DD and the projected epigraph DSDP\mathcal D_{\mathrm{SDP}}DSDP​ of its standard SDP relaxation. Suppose Assumption 1 (primal feasibility and some γ∗∈Rm\gamma^*\in\mathbb R^mγ∗∈Rm, nonnegative on the inequality constraints, with A(γ∗)≻0A(\gamma^*)\succ0A(γ∗)≻0) and Assumption 3 (Γ\GammaΓ is polyhedral) hold. Suppose furthermore that every semidefinite face F\mathcal FF of Γ\GammaΓ satisfies

dim⁡V(F) ≥ aff dim⁡{b(γ):γ∈F}+1.\dim\mathcal V(\mathcal F)\ \ge\ \operatorname{aff\,dim}\{b(\gamma):\gamma\in\mathcal F\}+1 .dimV(F) ≥ affdim{b(γ):γ∈F}+1.

Then

conv(D)=DSDPandOpt=OptSDP.\mathrm{conv}(\mathcal D)=\mathcal D_{\mathrm{SDP}}\qquad\text{and}\qquad\mathrm{Opt}=\mathrm{Opt}_{\mathrm{SDP}}.conv(D)=DSDP​andOpt=OptSDP​.

This is the main convex hull result of §4: under the stated conditions the Shor relaxation describes the convex hull of the epigraph exactly, and in particular its value equals the QCQP's value.

Formalization Note. Constraints are indexed by i∈{0,…,m−1}i\in\{0,\dots,m-1\}i∈{0,…,m−1} (Fin m), constraint iii being the paper's constraint i+1i+1i+1; it is an inequality exactly when i<mIi<m_Ii<mI​. Faces are nonempty (the empty face imposes nothing under the page's convention aff dim⁡∅=−1\operatorname{aff\,dim}\emptyset=-1affdim∅=−1). Opt\mathrm{Opt}Opt and OptSDP\mathrm{Opt}_{\mathrm{SDP}}OptSDP​ are infima in EReal. The hypotheses are exactly those of the page together with the paper's standing assumption m≥1m\ge1m≥1 (p. 1); Assumption 2 is not assumed, since it follows from Assumption 3.

Preamble
import Mathlib
import Definitions.Def_QCQPTightness_ConvHull_QCQP
import Definitions.Def_QCQPTightness_ConvHull_Faces
Formal statement
namespace QCQPTightness.ConvHull

/-- Theorem 1 (arXiv:1911.09195v3, p. 13). Suppose `m ≥ 1`, Assumptions 1 and 3 hold, and every
semidefinite face `ℱ` of `Γ` has `dim 𝒱(ℱ) ≥ aff dim {b(γ) : γ ∈ ℱ} + 1`. Then
`conv(𝒟) = 𝒟_SDP` and `Opt = Opt_SDP`. -/
theorem theorem_1 {N m : ℕ} (P : QCQP N m) (hm : 1 ≤ m)
    (h1 : P.Assumption1) (h3 : P.Assumption3)
    (hdim : ∀ F, P.IsSemidefiniteFace F →
      affdim (P.bγ '' F) + 1 ≤ Module.finrank ℝ (P.V F)) :
    convexHull ℝ P.D = P.DSDP ∧ P.Opt = P.OptSDP := by sorry

end QCQPTightness.ConvHull
Source
arXiv:1911.09195v3, Theorem 1, p. 13
Human review
  • Endorsed by Shuze Chen · Oct 10, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 10, 2026

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

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