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arXiv · 2610.19684

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

Buse Unluturk·Divya Padmanabhan·Karthik Natarajan
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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.

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Buse Unluturk, Divya Padmanabhan, Karthik Natarajan. 2026-10-14. On Completely Positive and Semidefinite Programs for Moment Bounds on Maximum of Random Quadratics. https://arxiv.org/abs/2610.19684

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