On the Semidefinite Representability of Continuous Quadratic Submodular Minimization With Applications to Moment Problems

Fuente: arXiv
Guardado en:
Detalles Bibliográficos
Autores principales: Burer, Samuel, Natarajan, Karthik
Formato: Preprint
Publicado: 2025
Materias:
Acceso en línea:
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866918428794683392
author Burer, Samuel
Natarajan, Karthik
author_facet Burer, Samuel
Natarajan, Karthik
contents We study continuous quadratic submodular minimization with bounds and propose a polynomially sized semidefinite relaxation, which is provably tight for dimension $n \le 3$ and empirically tight for larger $n$. We apply the relaxation to two moment problems arising in distributionally robust optimization and the computation of covariance bounds. Accordingly, this research advances the ongoing study of continuous submodular minimization and opens new application areas therein.
format Preprint
id arxiv_https___arxiv_org_abs_2504_03996
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle On the Semidefinite Representability of Continuous Quadratic Submodular Minimization With Applications to Moment Problems
Burer, Samuel
Natarajan, Karthik
Optimization and Control
90C20 (Primary), 90C22, 44A60 (Secondary)
We study continuous quadratic submodular minimization with bounds and propose a polynomially sized semidefinite relaxation, which is provably tight for dimension $n \le 3$ and empirically tight for larger $n$. We apply the relaxation to two moment problems arising in distributionally robust optimization and the computation of covariance bounds. Accordingly, this research advances the ongoing study of continuous submodular minimization and opens new application areas therein.
title On the Semidefinite Representability of Continuous Quadratic Submodular Minimization With Applications to Moment Problems
topic Optimization and Control
90C20 (Primary), 90C22, 44A60 (Secondary)
url https://arxiv.org/abs/2504.03996