New approximations for the cone of copositive matrices and its dual (Q2452380): Difference between revisions

The author provides convergent hierarchies for the convex cone \(\mathcal{C}\) of copositive matrices and its dual \(\mathcal{C}^*\), the cone of completely positive matrices. In both cases the corresponding hierarchy consists of nested spectrahedra and provide outer (resp. inner) approximations for \(\mathcal{C}\) (resp. for its dual \(\mathcal{C}^*\)), thus complementing previous inner (resp. outer) approximations for \(\mathcal{C}\) (for \(\mathcal{C}^*\)). In particular, both inner and outer approximations have a very simple interpretation. Finally, extension to \(\mathcal{K}\)-copositivity and \(\mathcal{K}\)-complete positivity for a closed convex cone \(\mathcal{K}\) is straightforward.