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Detecting copositivity of a symmetric matrix by an adaptive ellipsoid-based approximation scheme

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  • Deng, Zhibin
  • Fang, Shu-Cherng
  • Jin, Qingwei
  • Xing, Wenxun

Abstract

It is co-NP-complete to decide whether a given matrix is copositive or not. In this paper, this decision problem is transformed into a quadratic programming problem, which can be approximated by solving a sequence of linear conic programming problems defined on the dual cone of the cone of nonnegative quadratic functions over the union of a collection of ellipsoids. Using linear matrix inequalities (LMI) representations, each corresponding problem in the sequence can be solved via semidefinite programming. In order to speed up the convergence of the approximation sequence and to relieve the computational effort of solving linear conic programming problems, an adaptive approximation scheme is adopted to refine the union of ellipsoids. The lower and upper bounds of the transformed quadratic programming problem are used to determine the copositivity of the given matrix.

Suggested Citation

  • Deng, Zhibin & Fang, Shu-Cherng & Jin, Qingwei & Xing, Wenxun, 2013. "Detecting copositivity of a symmetric matrix by an adaptive ellipsoid-based approximation scheme," European Journal of Operational Research, Elsevier, vol. 229(1), pages 21-28.
    • Handle: RePEc:eee:ejores:v:229:y:2013:i:1:p:21-28
    DOI: 10.1016/j.ejor.2013.02.031
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    References listed on IDEAS

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    1. Matsubayashi, Nobuo & Nishino, Hisakazu, 1999. "An application of Lemke's method to a class of Markov decision problems," European Journal of Operational Research, Elsevier, vol. 116(3), pages 584-590, August.
    2. Bomze, Immanuel M., 2012. "Copositive optimization – Recent developments and applications," European Journal of Operational Research, Elsevier, vol. 216(3), pages 509-520.
    3. Jos F. Sturm & Shuzhong Zhang, 2003. "On Cones of Nonnegative Quadratic Functions," Mathematics of Operations Research, INFORMS, vol. 28(2), pages 246-267, May.
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    Cited by:

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    2. Akihiro Tanaka & Akiko Yoshise, 2018. "LP-based tractable subcones of the semidefinite plus nonnegative cone," Annals of Operations Research, Springer, vol. 265(1), pages 155-182, June.
    3. Bo Zhang & YueLin Gao & Xia Liu & XiaoLi Huang, 2023. "Outcome-space branch-and-bound outer approximation algorithm for a class of non-convex quadratic programming problems," Journal of Global Optimization, Springer, vol. 86(1), pages 61-92, May.

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