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Testing copositivity via mixed–integer linear programming

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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… Click to show full abstract

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: integer linear; testing copositivity; linear programming; mixed integer; copositivity via

Journal Title: Linear Algebra and its Applications
Year Published: 2021

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