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<p>A Low-rank Spectral Optimization Problem (LSOP) minimizes a linear objective function subject to multiple two-sided linear inequalities intersected with a low-rank and spectral constrained domain. Although solving LSOP is generally NP-hard, its partial convexification (i.e., replacing the domain with its convex hull), termed “LSOP-R," is often tractable and yields a high-quality solution. This motivates us to study the strength of LSOP-R. Specifically, we derive rank bounds for any extreme point of LSOP-R in different matrix spaces and prove their tightness. The proposed rank bounds recover two well-known results in the literature from a fresh angle and allow us to derive sufficient conditions under which the relaxation LSOP-R is equivalent to LSOP. To effectively solve LSOP-R, we develop a column generation algorithm with a vector-based convex pricing oracle and a rank-reduction algorithm, which ensures that the output solution always satisfies the theoretical rank bound. Finally, we numerically verify the strength of LSOP-R and the efficacy of the proposed algorithms.</p>

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On the partial convexification for low-rank spectral optimization: rank bounds and algorithms

  • 期刊论文

  • 出版模式：

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  • 发表日期：

    2025年12月22日

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  • Yongchun Li,
  • Weijun Xie

摘要

A Low-rank Spectral Optimization Problem (LSOP) minimizes a linear objective function subject to multiple two-sided linear inequalities intersected with a low-rank and spectral constrained domain. Although solving LSOP is generally NP-hard, its partial convexification (i.e., replacing the domain with its convex hull), termed “LSOP-R," is often tractable and yields a high-quality solution. This motivates us to study the strength of LSOP-R. Specifically, we derive rank bounds for any extreme point of LSOP-R in different matrix spaces and prove their tightness. The proposed rank bounds recover two well-known results in the literature from a fresh angle and allow us to derive sufficient conditions under which the relaxation LSOP-R is equivalent to LSOP. To effectively solve LSOP-R, we develop a column generation algorithm with a vector-based convex pricing oracle and a rank-reduction algorithm, which ensures that the output solution always satisfies the theoretical rank bound. Finally, we numerically verify the strength of LSOP-R and the efficacy of the proposed algorithms.