Lipschitz continuity conjecture for the convex QCQP reformulation

About 1 year old · traced to

Let X\mathcal{X} be the parameter domain, let K(x)⊆U⊆RmK(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 x∈Xx\in\mathcal{X} the problem has a unique minimizer, denoted by πqcqp(x)\pi_{\rm qcqp}(x); moreover,

πqcqp(x)∈K(x)for all x∈X,\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.

References

Primary source

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

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.