A copositivity probe

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چکیده

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Preprint : Considering Copositivity Locally ∗

We say that a symmetric matrix A is copositive if vTAv ≥ 0 for all nonnegative vectors v. The main result of this paper is a characterization of the cone of feasible directions at a copositive matrix A, i.e., the convex cone of symmetric matrices B such that there exists δ > 0 satisfying A + δB being copositive. This cone is described by a set of linear inequalities on the elements of B constru...

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Considering copositivity locally

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A symmetric matrix is called copositive if it generates a quadratic form taking no negative values over the nonnegative orthant, and the linear optimization problem over the set of copositive matrices is called the copositive programming problem. Recently, many studies have been done on the copositive programming problem (see, for example, [14, 5]). Among others, several branch and bound type a...

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ژورنال

عنوان ژورنال: Linear Algebra and its Applications

سال: 2001

ISSN: 0024-3795

DOI: 10.1016/s0024-3795(01)00351-2