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Gaddum's test for symmetric cones

Michael Orlitzky (michael***at***orlitzky.com)

Abstract: A real symmetric matrix "A" is copositive if the inner product if Ax and x is nonnegative for all x in the nonnegative orthant. Copositive programming has attracted a lot of attention since Burer showed that hard nonconvex problems can be formulated as completely-positive programs. Alas, the power of copositive programming is offset by its difficulty: simple questions like "is this matrix copositive?" have complicated answers. In 1958, Jerry Gaddum proposed a recursive procedure to check if a given matrix is copositive by solving a series of matrix games. It is easy to implement and conceptually simple. Copositivity generalizes to cones other than the nonnegative orthant. If K is a proper cone, then the linear operator L is copositive on K if the inner product of L(x) and x is nonnegative for all x in K. Little is known about these operators in general. We extend Gaddum's test to self-dual and symmetric cones, thereby deducing criteria for copositivity in those settings.

Keywords: copositivity, copositive programming, linear games, conic optimization, Euclidean Jordan algebra

Category 1: Linear, Cone and Semidefinite Programming

Category 2: Complementarity and Variational Inequalities

Category 3: Other Topics (Game Theory )

Citation:

Download: [PDF]

Entry Submitted: 12/16/2019
Entry Accepted: 12/17/2019
Entry Last Modified: 12/17/2019

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