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Nonconvex Quadratically-Constrained Feasibility Problems: An Inside-Ellipsoids Outside-Sphere Model
Energy Information Networks and Systems, Technical University of Darmstadt, Darmstadt, Germany.
KTH, School of Electrical Engineering and Computer Science (EECS), Electrical Engineering, Electric Power and Energy Systems.ORCID iD: 0000-0002-9998-9773
Department of Power and Control Engineering, School of Electrical and Computer Engineering, Shiraz University, Shiraz, Iran.
2025 (English)In: Journal of Optimization Theory and Applications, ISSN 0022-3239, E-ISSN 1573-2878, Vol. 204, no 2, article id 34Article in journal (Refereed) Published
Abstract [en]

This paper proposes a new approach for solving Quadratically Constrained Feasibility Problems (QCFPs). We introduce an isomorphic mapping (one-to-one and onto correspondence), which equivalently converts the QCFP to an optimization problem called the Inside-Ellipsoids Outside-Sphere Problem (IEOSP). This mapping preserves the convexity of convex constraints, but it converts all non-convex constraints to convex ones. The QCFP is a feasibility problem with non-convex constraints, while the IEOSP is an optimization problem with a convex feasible region and a non-convex objective function. It is shown that the global optimal solution of IEOSP is a feasible solution of the QCFP. Comparing the structures of QCFP and the proposed IEOSP, the second model only has one extra variable compared to the original QCFP because it employs one slack variable for the mapping. Thus, the problem dimension approximately remains unchanged. Due to the convexity of all constraints in IEOSP, it has a well-defined feasible region. Therefore, it can be solved much easier than the original QCFP. This paper proposes a solution algorithm for IEOSP that iteratively solves a convex optimization problem. The algorithm is mathematically shown to reach either a feasible solution of the QCFP or a local solution of the IEOSP. To illustrate our theoretical developments, a comprehensive numerical experiment is performed, and 500 different QCFPs are studied. All these numerical experiments confirm the promising performance and applicability of our theoretical developments in the current paper.

Place, publisher, year, edition, pages
Springer Nature , 2025. Vol. 204, no 2, article id 34
Keywords [en]
Convex optimization, Feasible solution, Inside-ellipsoids outside-sphere (IEOS) Problem, Quadratically constrained feasibility problem (QCFP)
National Category
Control Engineering Computational Mathematics
Identifiers
URN: urn:nbn:se:kth:diva-360589DOI: 10.1007/s10957-024-02569-1ISI: 001402219200003Scopus ID: 2-s2.0-85218079966OAI: oai:DiVA.org:kth-360589DiVA, id: diva2:1940655
Note

QC 20250228

Available from: 2025-02-26 Created: 2025-02-26 Last updated: 2025-02-28Bibliographically approved

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Hesamzadeh, Mohammad Reza

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