Separating doubly nonnegative and completely positive matrices

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Separating doubly nonnegative and completely positive matrices

The cone of Completely Positive (CP) matrices can be used to exactly formulate a variety of NP-Hard optimization problems. A tractable relaxation for CP matrices is provided by the cone of Doubly Nonnegative (DNN) matrices; that is, matrices that are both positive semidefinite and componentwise nonnegative. A natural problem in the optimization setting is then to separate a given DNN but non-CP...

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ژورنال

عنوان ژورنال: Mathematical Programming

سال: 2011

ISSN: 0025-5610,1436-4646

DOI: 10.1007/s10107-011-0485-8