quadratic programs with boxconstraints involve minimizing a possibly nonconvex quadratic function subject to lower and upper bounds on each variable. This is a well-known NP-hard problem that frequently arises in var...
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quadratic programs with boxconstraints involve minimizing a possibly nonconvex quadratic function subject to lower and upper bounds on each variable. This is a well-known NP-hard problem that frequently arises in various applications. We focus on two convex relaxations, namely the reformulation-linearization technique (RLT) relaxation and the SDP-RLT relaxation obtained by combining the Shor relaxation with the RLT relaxation. Both relaxations yield lower bounds on the optimal value of a quadratic program with boxconstraints. We show that each component of each vertex of the RLT relaxation lies in the set { 0 , 1 2 , 1 } \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{0,\fracconstraintsquadratic,1\}$$\end{document} . We present complete algebraic descriptions of the set of instances that admit exact RLT relaxations as well as those that admit exact SDP-RLT relaxations. We show that our descriptions can be converted into algorithms for efficiently constructing instances with (1) exact RLT relaxations, (2) inexact RLT relaxations, (3) exact SDP-RLT relaxations, and (4) exact SDP-RLT but inexact RLT relaxations. Our preliminary computational experiments illustrate that our algorithms are capable of generating computationally challenging instances for state-of-the-art solvers.
This paper discusses the methods of imposing symmetry in the augmented system formulation (ASF) for least-squares (LS) problems. A particular emphasis is on upper Hessenberg problems, where the challenge lies in leavi...
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This paper discusses the methods of imposing symmetry in the augmented system formulation (ASF) for least-squares (LS) problems. A particular emphasis is on upper Hessenberg problems, where the challenge lies in leaving all zero-by-definition elements of the LS matrix unperturbed. Analytical solutions for optimal perturbation matrices are given, including upper Hessenberg matrices. Finally, the upper Hessenberg LS problems represented by unsymmetric ASF that indicate a normwise backward stability of the problem (which is not the case in general) are identified. It is observed that such problems normally arise from Arnoldi factorization (for example, in the generalized minimal residual (GMRES) algorithm). The problem is illustrated with a number of practical (arising in the GMRES algorithm) and some purpose-built' examples. Copyright (c) 2014 John Wiley & Sons, Ltd.
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