论文标题
排名一的生成锥的必要条件
Necessary and sufficient conditions for rank-one generated cones
论文作者
论文摘要
如果封闭的凸圆锥子集$ \ MATHCAL {S} $的阳性半芬特(PSD)锥为级别生成(ROG),如果其所有极端射线都是由等级的矩阵生成的。 $ \ MATHCAL {S} $的ROG属性与与$ \ Mathcal {S} $相关的非convex二次约束二次程序(QCQPS)的SDP松弛的精确性密切相关。我们考虑到$ \ Mathcal {s} $作为PSD锥与有限的许多均质线性矩阵不平等和圆锥约束的相交的情况,并确定了足够的条件,以保证$ \ Mathcal {S} $是Rog。我们的一般框架使我们能够从文献中恢复许多众所周知的结果。在两个线性矩阵不平等的情况下,我们还确定了足够条件的必要性。这扩展了文献中少数几个设置之一 - 一个线性矩阵不等式和S-lemma的情况,其中存在ROG属性的显式表征。最后,我们展示了如何将锥体上的ROG结果转化为QCQP原始空间中的不均匀的SDP精确性结果和凸出壳描述。我们关闭了这些结果的一些应用;具体而言,我们通过Rog Toolkit恢复了简单的混合二进制组合的众所周知的观点重新制定。
A closed convex conic subset $\mathcal{S}$ of the positive semidefinite (PSD) cone is rank-one generated (ROG) if all of its extreme rays are generated by rank-one matrices. The ROG property of $\mathcal{S}$ is closely related to the exactness of SDP relaxations of nonconvex quadratically constrained quadratic programs (QCQPs) related to $\mathcal{S}$. We consider the case where $\mathcal{S}$ is obtained as the intersection of the PSD cone with finitely many homogeneous linear matrix inequalities and conic constraints and identify sufficient conditions that guarantee that $\mathcal{S}$ is ROG. Our general framework allows us to recover a number of well-known results from the literature. In the case of two linear matrix inequalities, we also establish the necessity of our sufficient conditions. This extends one of the few settings from the literature -- the case of one linear matrix inequality and the S-lemma -- where an explicit characterization for the ROG property exists. Finally, we show how our ROG results on cones can be translated into inhomogeneous SDP exactness results and convex hull descriptions in the original space of a QCQP. We close with a few applications of these results; specifically, we recover the well-known perspective reformulation of a simple mixed-binary set via the ROG toolkit.