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LP-based tractable subcones of the semidefinite plus nonnegative cone

Author

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  • Akihiro Tanaka

    (University of Tsukuba)

  • Akiko Yoshise

    (University of Tsukuba)

Abstract

The authors in a previous paper devised certain subcones of the semidefinite plus nonnegative cone and showed that satisfaction of the requirements for membership of those subcones can be detected by solving linear optimization problems (LPs) with O(n) variables and $$O(n^2)$$ O ( n 2 ) constraints. They also devised LP-based algorithms for testing copositivity using the subcones. In this paper, they investigate the properties of the subcones in more detail and explore larger subcones of the positive semidefinite plus nonnegative cone whose satisfaction of the requirements for membership can be detected by solving LPs. They introduce a semidefinite basis (SD basis) that is a basis of the space of $$n \times n$$ n × n symmetric matrices consisting of $$n(n+1)/2$$ n ( n + 1 ) / 2 symmetric semidefinite matrices. Using the SD basis, they devise two new subcones for which detection can be done by solving LPs with $$O(n^2)$$ O ( n 2 ) variables and $$O(n^2)$$ O ( n 2 ) constraints. The new subcones are larger than the ones in the previous paper and inherit their nice properties. The authors also examine the efficiency of those subcones in numerical experiments. The results show that the subcones are promising for testing copositivity as a useful application.

Suggested Citation

  • 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.
  • Handle: RePEc:spr:annopr:v:265:y:2018:i:1:d:10.1007_s10479-017-2720-z
    DOI: 10.1007/s10479-017-2720-z
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    References listed on IDEAS

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    1. 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.
    2. Peter Dickinson, 2014. "On the exhaustivity of simplicial partitioning," Journal of Global Optimization, Springer, vol. 58(1), pages 189-203, January.
    3. F. Alizadeh, 2012. "An Introduction to Formally Real Jordan Algebras and Their Applications in Optimization," International Series in Operations Research & Management Science, in: Miguel F. Anjos & Jean B. Lasserre (ed.), Handbook on Semidefinite, Conic and Polynomial Optimization, chapter 0, pages 297-337, Springer.
    4. Bomze, Immanuel M., 2012. "Copositive optimization – Recent developments and applications," European Journal of Operational Research, Elsevier, vol. 216(3), pages 509-520.
    5. Julia Sponsel & Stefan Bundfuss & Mirjam Dür, 2012. "An improved algorithm to test copositivity," Journal of Global Optimization, Springer, vol. 52(3), pages 537-551, March.
    6. Peter Dickinson & Luuk Gijben, 2014. "On the computational complexity of membership problems for the completely positive cone and its dual," Computational Optimization and Applications, Springer, vol. 57(2), pages 403-415, March.
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    Cited by:

    1. Yuzhu Wang & Akihiro Tanaka & Akiko Yoshise, 2021. "Polyhedral approximations of the semidefinite cone and their application," Computational Optimization and Applications, Springer, vol. 78(3), pages 893-913, April.

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