On the tightness of an SDP relaxation for homogeneous QCQP with three real or four complex homogeneous constraints

• Main Authors: Ai, Wenbao, Liang, Wei, Yuan, Jianhua
• Format: Journal Article
• Language: English
• Published: 09.04.2023
• Subjects: Mathematics - Optimization and Control
• DOI: 10.48550/arxiv.2304.04174

In this paper, we consider the problem of minimizing a general homogeneous quadratic function, subject to three real or four complex homogeneous quadratic inequality or equality constraints. For this problem, we present a sufficient and necessary test condition to detect whether its typical semidefinite programming (SDP) relaxation is tight or not. This test condition is easily verifiable, and is based on only an optimal solution pair of the SDP relaxation and its dual. When the tightness is confirmed, a global optimal solution of the original problem is found simultaneously in polynomial-time. Furthermore, as an application of the test condition, S-lemma and Yuan's lemma are generalized to three real and four complex quadratic forms first under certain exact conditions, which improves some classical results in literature. Finally, numerical experiments demonstrate the numerical effectiveness of the test condition.