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Copositive Programming - a Survey

Mirjam Duer (M.E.Dur***at***rug.nl)

Abstract: Copositive programming is a relatively young field in mathematical optimization. It can be seen as a generalization of semidefinite programming, since it means optimizing over the cone of so called copositive matrices. Like semidefinite programming, it has proved particularly useful in combinatorial and quadratic optimization. The purpose of this survey is to introduce the field to interested readers in the optimization community who wish to get an understanding of the basic concepts and recent developments in copositive programming, including modeling issues and applications, the connection to semidefinite programming and sum-of-squares approaches, as well as algorithmic solution approaches for copositive programs.

Keywords: copositive programming

Category 1: Linear, Cone and Semidefinite Programming

Citation: Mirjam D{\"u}r, Copositive Programming - a Survey. In: Moritz Diehl, Francois Glineur, Elias Jarlebring, Wim Michiels (Eds.) "Recent Advances in Optimization and its Applications in Engineering", Springer, 2010, ISBN: 3642125972, pages 3-20.

Download: [PDF]

Entry Submitted: 11/18/2009
Entry Accepted: 11/18/2009
Entry Last Modified: 11/01/2010

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