Abstract
A symmetric matrix A is completely positive (CP) if there exists an entrywise nonnegative matrix B such that \(A = BB^T\). We characterize the interior of the CP cone. A semidefinite algorithm is proposed for checking whether a matrix is in the interior of the CP cone, and its properties are studied. A CP-decomposition of a matrix in Dickinson’s form can be obtained if it is an interior of the CP cone. Some computational experiments are also presented.
Similar content being viewed by others
References
Anstreicher, K.M., Burer, S., Dickinson, P.J.C.: An algorithm for computing the cp-factorization of a completely positive matrix. In: Construction (2012)
Berman, A.: Cones, Matrices and Mathematical Programming. Lecture Notes in Economics and Mathematical Systems, vol. 79. Springer, Berlin (1973)
Berman, A., Shaked-Monderer, N.: Completely Positive Matrices. World Scientific, New Jersey (2003)
Bomze, I.M., de Klerk, E.: Solving standard quadratic optimization problems via linear, semidenite and copositive programming. J. Glob. Optim. 24, 163–185 (2002)
Bomze, I.M., Dür, M., de Klerk, E., Roos, C., Quist, A.J., Terlaky, T.: On copositive programming and standard quadratic optimization problems. J. Glob. Optim. 18, 301–320 (2000)
Bomze, I.M.: Copositive optimization-recent developments and applications. Eur. J. Oper. Res. 216, 509–520 (2012)
Burer, S.: On the copositive representation of binary and continuous nonconvex quadratic programs. Math. Program. Ser. A 120, 479–495 (2009)
Curto, R., Fialkow, L.: Truncated K-moment problems in several variables. J. Operator Theory 54, 189–226 (2005)
de Klerk, E., Pasechnik, D.V.: Approximation of the stability number of a graph via copositive programming. SIAM J. Optim. 12, 875–892 (2002)
Dickinson, P.J.C., Dür, M.: Linear-time complete positivity detection and decomposition of sparse matrices. SIAM J. Matrix Anal. Appl. 33, 701–720 (2012)
Dickinson, P.J.C., Gijben, L.: On the computational complexity of membership problems for the completely positive cone and its dual. Comput. Optim. Appl. 57, 403–415 (2014)
Dickinson, P.J.C.: An improved characterisation of the interior of the completely positive cone. Electron. J. Linear Algebra 20, 723–729 (2010)
Dolan, E.D., Moré, J.J.: Benchmarking optimization software with performance profiles. Math. Program. 91, 201–213 (2002)
Dür, M.: Copositive Programming: A Survey. In: Diehl, M., Glineur, F., Jarlebring, E., Michiels, W. (eds.) Recent Advances in Optimization and its Applications in Engineering, pp. 3–20. Springer, New York (2010)
Dür, M., Still, G.: Interior points of the completely positive cone. Electron. J. Linear Algebra 17, 48–53 (2008)
Fialkow, L., Nie, J.: The truncated moment problem via homogenization and flat extensions. J. Funct. Anal. 263, 1682–1700 (2012)
Hall Jr, M.: Combinatorial Theory. Blaisdell Publishing Co., Boston (1967)
Helton, J.W., Nie, J.: A semidefinite approach for truncated K-moment problems. Found. Comput. Math. 12, 851–881 (2012)
Henrion, D., Lasserre, J.: Detecting global optimality and extracting solutions in GloptiPoly, positive polynomials in control. In: Lecture Notes in Control and Information Science, vol. 312, pp. 293–310. Springer, Berlin (2005)
Henrion, D., Lasserre, J., Loefberg, J.: GloptiPoly 3: moments, optimization and semidefinite programming. Optim. Methods Softw. 24, 761–779 (2009)
Lasserre, J.B.: Moments, Positive Polynomials and Their Applications. Imperial College Press, London (2009)
Lasserre, J.B.: New approximations for the cone of copositive matrices and its dual. Math. Program. Ser. A 144, 265–276 (2014)
Laurent, M.: Sums of squares, moment matrices and optimization over polynomials. In: Putinar, M., Sullivant, S. (eds.) Emerging Applications of Algebraic Geometry, vol. 149 of IMA Volumes in Mathematics and its Applications, pp. 157–270. Springer, Berlin (2009)
Nie, J.: The \(\cal {A}\)-truncated K-moment problem. Found. Comput. Math. 14, 1243–1276 (2014)
Nie, J.: Linear optimization with cones of moments and nonnegative polynomials. Math. Program. Ser. B (2014). doi:10.1007/s10107-014-0797-6
Nie, J.: Optimality conditions and finite convergence of Lasserres hierarchy. Math. Program. Ser. A 146, 97–121 (2014)
Parrilo, P.A.: Structured semidefinite programs and semialgebraic geometry methods in robustness and optimization, Ph.D. dissertation, California Institute of Technology (2000)
Peña, J., Vera, J., Zuluaga, L.: Computing the stability number of a graph via linear and semidenite programming. SIAM J. Optim. 18, 87–105 (2007)
Shaked-Monderer, N., Bomze, I.M., Jarre, F., Schachinger, W.: On the cp-rank and the minimal cp factorization of a completely positive matrix. SIAM J. Matrix Anal. Appl. 34, 355–368 (2013)
Sponsel, J., Dür, M.: Factorization and cutting planes for completely positive matrices by copositive projection. Math. Program. Ser. A 143, 211–229 (2014)
Sturm, J.F.: SeDuMi 1.02: a MATLAB toolbox for optimization over symmetric cones. Optim. Methods Softw. 11 & 12, 625–653 (1999)
Zhou, Anwa, Fan, Jinyan: The CP-matrix completion problem. SIAM J. Matrix Anal. Appl. 35, 127–142 (2014)
Acknowledgments
The authors are grateful to the referees for their valuable and constructive comments and advices, especially for suggesting Theorem 2.1 and some random examples, which have greatly improved the presentation of the paper.
Author information
Authors and Affiliations
Corresponding author
Additional information
Jinyan Fan: The work is partially supported by NSFC 11171217.
Rights and permissions
About this article
Cite this article
Zhou, A., Fan, J. Interiors of completely positive cones. J Glob Optim 63, 653–675 (2015). https://doi.org/10.1007/s10898-015-0309-0
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10898-015-0309-0