Work

On Completely Positive and Semidefinite Programs for Moment Bounds on Maximum of Random Quadratics

Year: 2026

Type: preprint

Abstract: Completely positive programs are known to provide an exact representation to several NP-hard optimization problems. In this work, we look at the maximum of random quadratic functions and compute the maximum expected value over ambiguity sets defined with moment and support information. We propose exact completely positive programs and semidefinite programs when the random variables are Bernoulli, nonnegative and unrestricted in support. Our experimental study demonstrates the utility of these formulations.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2610.19684

Authors: Unluturk, Buse, Padmanabhan, Divya, Natarajan, Karthik

Institutions: Singapore University of Technology and Design, Indian Institute of Technology Goa

Language: English

Topic: Advanced Optimization Algorithms Research

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: Arthritis National Research Foundation, National Research Foundation, Ministry of Education, India

OpenAlex ID: W7222012783

Cites:

Cited by:

Related to: 10