New approximations for the cone of copositive matrices and its dual

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Publication:2452380

DOI10.1007/S10107-013-0632-5zbMATH Open1292.15034arXiv1012.2552OpenAlexW2049904561MaRDI QIDQ2452380FDOQ2452380


Authors: Jean B. Lasserre Edit this on Wikidata


Publication date: 2 June 2014

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

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


Full work available at URL: https://arxiv.org/abs/1012.2552




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