The CP-matrix approximation problem

DOI10.1137/15M1012086MaRDI QIDQ2790067zbMATH OpenFDO

Authors Anwa Zhou, Jinyan Fan

Publication date 2 March 2016

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1411.0795

zbMATH Keywords

completely positive matriceslinear optimization with momentssemidefinite algorithmCP-matrix approximation

Mathematics Subject Classification ID

Factorization of matrices (15A23) Nonconvex programming, global optimization (90C26) Semidefinite programming (90C22) Positive matrices and their generalizations; cones of matrices (15B48) Moment problems (44A60)

Abstract: A symmetric matrix $A$ is completely positive (CP) if there exists an entrywise nonnegative matrix $V$ such that $A=V{V}^T$. In this paper, we study the CP-matrix approximation problem of projecting a matrix onto the intersection of a set of linear constraints and the cone of CP matrices. We formulate the problem as the linear optimization with the norm cone and the cone of moments. A semidefinite algorithm is presented for the problem. A CP-decomposition of the projection matrix can also be obtained if the problem is feasible.

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• The CP-matrix completion problem
• Building a completely positive factorization
• Completely positive matrices.
• A hierarchy of semidefinite relaxations for completely positive tensor optimization problems
• A semidefinite relaxation algorithm for checking completely positive separable matrices

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Cited in

(9)

• Symmetric tensor approximation hierarchies for the completely positive cone
• Dehomogenization for completely positive tensors
• A semidefinite relaxation algorithm for checking completely positive separable matrices
• The CP-matrix completion problem
• Computing the distance between the linear matrix pencil and the completely positive cone
• Separating doubly nonnegative and completely positive matrices
• A hierarchy of semidefinite relaxations for completely positive tensor optimization problems
• On the computation of \(C^*\) certificates
• An improved characterisation of the interior of the completely positive cone

Describes a project that uses

Uses Software

• QuadProgBB
• GloptiPoly
• SeDuMi

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