On copositive programming and standard quadratic optimization problems
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The authors consider quadratic optimization problems of the form \[ x^TAx\to \text{maximum subject to }x\in\Delta \] where \(A\) is an arbitrary symmetric \(n\times n\) matrix and \(\Delta\) is the standard simpiex in the \(n\)-dimensional Euclidean space \(\mathbb{R}^n\), \(\Delta= \{x\in R^n_+: e^Tx=1\}\). Using the special structure of quadratic problems, the authors apply an interior-point method to an extension of semidefinite programming called copositive programming.
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