Factorization and cutting planes for completely positive matrices by copositive projection

• 成果类型: Article
• 署名作者: Sponsel, Julia; Duer, Mirjam
• 署名单位: Universitat Trier
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-012-0601-4
• 发表日期: 2014
• 页码: 211-229
• 关键词: standard quadratic optimization; stability number; clique number; computation; cone; approximation; DECOMPOSITION; semidefinite; PROGRAMS; interior

摘要

We consider the problem of projecting a matrix onto the cones of copositive and completely positive matrices. As this can not be done directly, we use polyhedral approximations of the cones. With the help of these projections we obtain a technique to compute factorizations of completely positive matrices. We also describe a method to determine a cutting plane which cuts off an arbitrary matrix from the completely positive (or copositive) cone.