Testing Copositivity via Mixed-Integer Linear Programming
Abstract: 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.
Keywords: Copositive matrix, Copositive programming, Mixed-Integer Linear Programming
Category 1: Global Optimization (Theory )
Category 2: Integer Programming ((Mixed) Integer Linear Programming )
Citation: Dept. of Business Analytics, University of Iowa, Iowa City, IA 52242 USA, March 2020.
Entry Submitted: 03/03/2020
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