Copositivity detection by difference-of-convex decomposition and \(\omega \)-subdivision (Q1949258)

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Copositivity detection by difference-of-convex decomposition and \(\omega \)-subdivision
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    Copositivity detection by difference-of-convex decomposition and \(\omega \)-subdivision (English)
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    6 May 2013
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    The paper introduces difference-of-convex based approaches to copositivity testing. The authors propose an algorithm to detect copositivity of a given symmetric matrix which combines linear programming and convex quadratic programming technology with spectral information. Three copositivity tests are presented. The algorithm either provides a guarantee for copositivity, or delivers a violating vector as a certificate for non-copositivity. For the branch and bound algorithm, the choice of spectral difference-of-convex decomposition and a robustification step are discussed. Some empirical tests results are presented on randomly generated matrices, and checking copositivity on the maximum clique problem.
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    conic optimization
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    linear optimization
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    quadratic optimization
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    numerical examples
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    copositivity testing
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    algorithm
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    branch and bound algorithm
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    spectral difference-of-convex decomposition
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