# Doubly nonnegative relaxations are equivalent to completely positive   reformulations of quadratic optimization problems with block-clique graph   structures

**Authors:** Sunyoung Kim, Masakazu Kojima, Kim-Chuan Toh

arXiv: 1903.07325 · 2019-03-19

## TL;DR

This paper demonstrates that for quadratic optimization problems with block-clique graph structures, the nonnegative and completely positive relaxations are equivalent, enabling efficient decomposition and solution via clique-tree algorithms.

## Contribution

It establishes the equivalence between quadratic optimization problems and their DNN relaxations under block-clique graph sparsity, using a novel recursive decomposition approach.

## Key findings

- DNN relaxations are equivalent to CPP reformulations for block-clique structured QOPs.
- Decomposition into clique-tree structured subproblems facilitates solving large QOPs.
- The approach applies known reformulations to establish equivalence in specific subproblem classes.

## Abstract

We study the equivalence among a nonconvex QOP, its CPP and DNN relaxations under the assumption that the aggregated and correlative sparsity of the data matrices of the CPP relaxation is represented by a block-clique graph $G$. By exploiting the correlative sparsity, we decompose the CPP relaxation problem into a clique-tree structured family of smaller subproblems. Each subproblem is associated with a node of a clique tree of $G$. The optimal value can be obtained by applying an algorithm that we propose for solving the subproblems recursively from leaf nodes to the root node of the clique-tree. We establish the equivalence between the QOP and its DNN relaxation from the equivalence between the reduced family of subproblems and their DNN relaxations by applying the known results on: (i) CPP and DNN reformulation of a class of QOPs with linear equality, complementarity and binary constraints in 4 nonnegative variables. (ii) DNN reformulation of a class of quadratically constrained convex QOPs with any size. (iii) DNN reformulation of LPs with any size. As a result, we show that a QOP whose subproblems are the QOPs mentioned in (i), (ii) and (iii) is equivalent to its DNN relaxation, if the subproblems form a clique-tree structured family induced from a block-clique graph.

## Full text

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## Figures

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## References

21 references — full list in the complete paper: https://tomesphere.com/paper/1903.07325/full.md

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Source: https://tomesphere.com/paper/1903.07325