Testing copositivity via mixed-integer linear programming

作     者：Anstreicher, Kurt M. 

作者机构：Univ Iowa Dept Business Analyt Iowa City IA 52242 USA 

出 版 物：《LINEAR ALGEBRA AND ITS APPLICATIONS》 (线性代数及其应用)

年 卷 期：2021年第609卷

页      面：218-230页

核心收录：

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

基　　金：VCOR 

主　　题：Copositive matrix Copositive programming Mixed-integer linear programming 

摘      要：We describe a simple method to test if a given matrix is copositive by solving a single mixed-integer linear programming (MILP) problem. This methodology requires no special coding to implement and takes advantage of the computational power of modern MILP solvers. Numerical experiments demonstrate that the method is robust and efficient. (C) 2020 Elsevier Inc. All rights reserved.