Conjecture on active complementarity in the Beta relaxation
Conjecture on active complementarity in the Beta relaxation
Let denote the convex relaxation of the ball-constrained nonconvex quadratic program defined in the paper, with matrix variable and vectors as above. The relaxation includes the constraint . Active-complementarity conjecture. There exists an optimal solution of with
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 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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