A factorization method for completely positive matrices
Abstract: A matrix A is called completely positive, if there exists an entrywise nonnegative matrix B such that A = BB^T. These matrices play a major role in combinatorial and quadratic optimization. In this paper, we develop a factorization algorithm which, for a given completely positive matrix A, computes the nonnegative factorization BB^T. We formulate this factorization problem as a nonconvex feasibility problem and develop a solution method based on alternating projections. A local convergence result can be shown for this algorithm. We also provide a heuristic extension which improves the numerical performance of the algorithm. Extensive numerical tests show that the factorization method is very fast in most instances.
Keywords: completely positive matrices, matrix factorization, semidefinite programming
Category 1: Linear, Cone and Semidefinite Programming
Citation: P. Groetzner, M. Dür: A factorization method for completely positive matrices. Preprint, 2018.
Entry Submitted: 03/07/2018
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