Skip to main content

Removing Redundant Quadratic Constraints

  • Conference paper
  • 1723 Accesses

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 6327))

Abstract

Determining whether an ellipsoid contains the intersection of many concentric ellipsoids is an NP-hard problem. In this paper, we study various convex relaxations of this problem, namely two semidefinite relaxations and a second-order cone relaxation. We establish some links between these relaxations and perform extensive numerical testings to verify their exactness, their computational load and their stability. As an application of this problem, we study an issue emerging from an aircraft wing design problem: how can we simplify the description of a feasible loads region?

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Ben-Tal, A., Nemirovski, A.: Robust Truss Topology Design via Semidefinite Programming. SIAM Journal on Optimization 7, 991–1016 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  2. Ben-Tal, A., Nemirovski, A.: Robust Convex Optimization. Mathematics of Operations Research 23(4), 769–805 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  3. Ben-Tal, A., Nemirovski, A.: Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications. MPS/SIAM Series on Optimization. SIAM, Philadelphia (2001)

    MATH  Google Scholar 

  4. Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, Cambridge (2004)

    MATH  Google Scholar 

  5. Clarkson, K.L.: More Output-Sensitive Geometric Algorithms. In: Proceedings of 35th Annual Symposium on Foundations of Computer Science, pp. 695–702 (1994)

    Google Scholar 

  6. Fukuda, K.: cdd, cddplus and cddli homepage, http://www.ifor.math.ethz.ch/~fukuda/cdd_home/index.html

  7. Kim, S., Kojima, M.: Exact solutions of some nonconvex quadratic optimization problems via sdp and socp relaxations. In: Research Report B-375, Dept. of Mathematical and Computing Sciences, Tokyo Institute of Technology, Oh-Okayama, Meguro-ku, Tokyo 152-8552, pp. 143–154 (2002)

    Google Scholar 

  8. Lasserre, J.B.: Global optimization with polynomials and the problem of moments. SIAM Journal on Optimization 11, 796–817 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  9. Lobo, M., Vandenberghe, L., Boyd, S., Lebret, H.: Applications of Second-Order Cone Programming. Linear Algebra and its Applications 284, 193–228 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  10. Löfberg, J.: Dualize it: software for automatic primal and dual conversions of conic programs. Optimization Methods Software 24(3), 313–325 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  11. Markowitz, H.: Portfolio Selection. Journal of Finance 7(1), 77–91 (1952)

    Article  Google Scholar 

  12. Nemirovski, A., Roos, C., Terlaky, T.: On maximization of quadratic form over intersection of ellipsoids with common center. Mathematical Programming 86(3), 463–473 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  13. Nesterov, Y., Nemirovski, A.: Interior Point Polynomial Algorithms in Convex Programming. Studies in Applied Mathematics, vol. 13. SIAM, Philadelphia (1993)

    Google Scholar 

  14. Pólik, I., Terlaky, T.: A survey of the S-lemma. SIAM Review 49(3), 371–418 (2007)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2010 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Adjiashvili, D., Baes, M., Rostalski, P. (2010). Removing Redundant Quadratic Constraints. In: Fukuda, K., Hoeven, J.v.d., Joswig, M., Takayama, N. (eds) Mathematical Software – ICMS 2010. ICMS 2010. Lecture Notes in Computer Science, vol 6327. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-15582-6_46

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-15582-6_46

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-15581-9

  • Online ISBN: 978-3-642-15582-6

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics