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

Samuel Burer; Karthik Natarajan

doi:10.48550/arxiv.2504.03996

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

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

Samuel Burer and Karthik Natarajan

ArXiV.org

Cornell University

04/04/2025

DOI: 10.48550/arxiv.2504.03996

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Preprint (Author's original) This preprint has not been evaluated by subject experts through peer review. Preprints may undergo extensive changes and/or become peer-reviewed journal articles. Open Access

Abstract

We show that continuous quadratic submodular minimization with bounds is solvable in polynomial time using semidefinite programming, and we apply this result 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.

Mathematics - Optimization and Control

Details

Title: Subtitle: On the Semidefinite Representability of Continuous Quadratic Submodular Minimization With Applications to Moment Problems
Creators: Samuel Burer - University of Iowa
Karthik Natarajan - Singapore University of Technology and Design
Resource Type: Preprint
Publication Details: ArXiV.org
DOI: 10.48550/arxiv.2504.03996
ISSN: 2331-8422
Publisher: Cornell University; Ithaca, New York
Language: English
Date posted: 04/04/2025
Academic Unit: Business Analytics
Record Identifier: 9984808275702771

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