Title :
Semidefinite programming based tests for matrix copositivity
Author :
Parrilo, Pablo A.
Author_Institution :
Dept. of Control & Dynamical Syst., California Inst. of Technol., Pasadena, CA, USA
Abstract :
The verification of matrix copositivity is a well known computationally hard problem, with many applications in continuous and combinatorial optimization. In this paper, we present a hierarchy of semidefinite programming based sufficient conditions for a real matrix to be copositive. These conditions are obtained through the use of a sum of squares decomposition for multivariable forms. As can be expected, there is a tradeoff between conservativeness of the tests and the corresponding computational requirements. The proposed tests are shown to be exact for a certain family of extreme copositive matrices
Keywords :
computational complexity; mathematical programming; matrix algebra; combinatorial optimization; computational complexity; conservativeness; copositive matrix; matrix copositivity; semidefinite programming; sufficient conditions; Constraint optimization; Control systems; Dynamic programming; Mathematics; Matrix decomposition; Polynomials; Quadratic programming; Robustness; Sufficient conditions; System testing;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2001.914655