Geometry of the copositive and completely positive cones

The copositive cone, and its dual the completely positive cone, have useful applications in optimisation, however telling if a general matrix is in the copositive cone is a co-NP-complete problem. In this paper we analyse some of the geometry of these cones. We discuss a way of representing all the maximal faces of the copositive cone along with a simple equation for the dimension of each one. In doing this we show that the copositive cone has faces which are isomorphic to positive semidefinite cones. We also look at some maximal faces of the completely positive cone and find their dimensions. Additionally we consider extreme rays of the copositive and completely positive cones and show that every extreme ray of the completely positive cone is also an exposed ray, but the copositive cone has extreme rays which are not exposed rays.

[1]  M. Kreĭn,et al.  On extreme points of regular convex sets , 1940 .

[2]  R. Tyrrell Rockafellar,et al.  Convex Analysis , 1970, Princeton Landmarks in Mathematics and Physics.

[3]  Alan J. Hoffman On Copositive Matrices with - 1, 0, 1 Entries , 1973, J. Comb. Theory, Ser. A.

[4]  Kurt M. Anstreicher,et al.  Separating doubly nonnegative and completely positive matrices , 2013, Math. Program..

[5]  A. Brøndsted An Introduction to Convex Polytopes , 1982 .

[6]  J. Jeffry Howbert,et al.  The Maximum Clique Problem , 2007 .

[7]  Stephen P. Boyd,et al.  Convex Optimization , 2004, Algorithms and Theory of Computation Handbook.

[8]  Peter J. C. Dickinson AN IMPROVED CHARACTERISATION OF THE INTERIOR OF THE COMPLETELY POSITIVE CONE , 2010 .

[9]  Panos M. Pardalos,et al.  The maximum clique problem , 1994, J. Glob. Optim..

[10]  Alberto Seeger,et al.  A Variational Approach to Copositive Matrices , 2010, SIAM Rev..

[11]  M. Hall,et al.  Copositive and completely positive quadratic forms , 1963, Mathematical Proceedings of the Cambridge Philosophical Society.

[12]  A. Berman,et al.  Completely Positive Matrices , 2003 .

[13]  Leonard Daniel Baumert Extreme copositive quadratic forms , 1966 .

[14]  P. H. Diananda On non-negative forms in real variables some or all of which are non-negative , 1962, Mathematical Proceedings of the Cambridge Philosophical Society.

[15]  Mirjam Dür,et al.  Copositive Programming – a Survey , 2010 .

[16]  Wim Michiels,et al.  Recent Advances in Optimization and its Applications in Engineering , 2010 .

[17]  Samuel Burer,et al.  On the copositive representation of binary and continuous nonconvex quadratic programs , 2009, Math. Program..

[18]  K. P. Hadeler,et al.  On copositive matrices , 1983 .

[19]  T. Motzkin,et al.  Maxima for Graphs and a New Proof of a Theorem of Turán , 1965, Canadian Journal of Mathematics.

[20]  Alan J. Hoffman,et al.  Two remarks on compositive matrices , 1969 .