Geometry of quadratic maps via convex relaxation

Anatoly Dymarsky, Elena Gryazina, Sergei Volodin, Boris Polyak

Research output: Contribution to journalArticle

Abstract

We consider several basic questions pertaining to the geometry of image of a general quadratic map. In general the image of a quadratic map is non-convex, although there are several known classes of quadratic maps when the image is convex. Remarkably, even when the image is not convex it often exhibits hidden convexity: a surprising efficiency of convex relaxation to address various geometric questions by reformulating them in terms of convex optimization problems. In this paper we employ this strategy and put forward several algorithms that solve the following problems pertaining to the image: verify if a given point does not belong to the image; find the boundary point of the image lying in a particular direction; stochastically check if the image is convex, and if it is not, find a maximal convex subset of the image. Proposed algorithms are implemented in the form of an open-source MATLAB library CAQM, which accompanies the paper. Our results can be used for various problems of discrete optimization, uncertainty analysis, physical applications, and study of power flow equations.
Original languageEnglish
JournalarXiv
Publication statusPublished - 2018

Keywords

  • math.OC

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