Copositive optimization -- recent developments and applications (Q421783)
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English | Copositive optimization -- recent developments and applications |
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Copositive optimization -- recent developments and applications (English)
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14 May 2012
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An interesting overview on the copositive optimization is presented pointing the diversity of its formulations: continuous, discrete, deterministic, stochastic. Some ideas of approximation hierarchies are sketched, together with some complexity issues. The study of the role of copositivity for local and global optimality conditions reveal new particular results in the case of quadratic optimization. The author pays attention to recursive procedures and to decomposition and adaptive approaches to the copositivity detection. The presentation of the copositive optimization concludes with some interesting success applications: the role of copositivity in the convex underestimation in quadratic optimization problems, finding Lyapunov functions for switched dynamical systems in optimal control, strengthening bounds for a maximum clique problem, finding the best known asymptotic bound for crossing numbers.
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clique number
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completely positive matrix
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convexity gap
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robust optimization
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standard quadratic optimization
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