Lipschitz continuity conjecture for the convex QCQP reformulation

From papers

Let X\mathcal{X} be the parameter domain, let K(x)URmK(x)\subseteq \mathcal{U}\subseteq \mathbb{R}^m be the feasible set defined by the paper's assumptions, and let ai(x)a_i(x), bi(x)b_i(x), and πf(x)\pi_{\rm f}(x) be as in the quadratic constraints. For fixed k>0k>0, consider

\operatorname*{argmin}_{u\in\mathbb{R}^m}\ \left\\|u-\pi_{\rm des}(x)\right\\|^2

subject to

\left\\|u-c_i(x)\right\\|^2\leq d_i(x),

where

ci(x)=πf(x)kai(x),di(x)=k2+2k(bi(x)ai(x)πf(x)).c_i(x)=\pi_{\rm f}(x)-ka_i(x),\qquad d_i(x)=k^2+2k\left(b_i(x)-a_i(x)^\top\pi_{\rm f}(x)\right).

Lipschitz continuity conjecture for the convex QCQP reformulation. If the paper's assumptions Crefassum:AbCref{assum:Ab} and refassum:mainref{assum:main} hold and k>0k>0, then for every xXx\in\mathcal{X} the problem has a unique minimizer, denoted by πqcqp(x)\pi_{\rm qcqp}(x); moreover,

πqcqp(x)K(x)for all xX,\pi_{\rm qcqp}(x)\in K(x)\quad\text{for all }x\in\mathcal{X},

and πqcqp\pi_{\rm qcqp} is Lipschitz on X\mathcal{X}. The conjecture proposes a Lipschitz-continuous, constraint-satisfying solution map for this QCQP, in contrast with the generally only Hölder-continuous solution map of the preceding quadratic program. Its validity and the precise role of the paper's assumptions remain to be established.

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Primary source

Devansh R. Agrawal, Haejoon Lee and Dimitra Panagou, “Reformulations of Quadratic Programs for Lipschitz Continuity”, arXiv:2508.18530 (2025).

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