Conjecture on active complementarity in the Beta relaxation

From papers

Let \scBeta\text{\sc Beta} denote the convex relaxation of the ball-constrained nonconvex quadratic program defined in the paper, with matrix variable WW and vectors 1,2\ell_1,\ell_2 as above. The relaxation includes the constraint 1TW20\ell_1^T W\ell_2\geq 0. Active-complementarity conjecture. There exists an optimal solution WW^* of \scBeta\text{\sc Beta} with

1TW2=0.\ell_1^T W^*\ell_2=0.

The conjecture is motivated by extensive computational experiments in which the constraint was active at optimality for every tested instance. It would explain why the strengthened relaxation with 1TW2=0\ell_1^T W\ell_2=0 continues to solve the tested instances, although no general proof is given here.

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Sources & referencesView supporting material

Primary source

Samuel Burer, “A Slightly Lifted Convex Relaxation for Nonconvex Quadratic Programming with Ball Constraints”, arXiv:2303.01624 (2023).

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