Journal article
Testing copositivity via mixed–integer linear programming
Linear algebra and its applications, Vol.609, pp.218-230
01/15/2021
DOI: 10.1016/j.laa.2020.09.002
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.
Details
- Title: Subtitle
- Testing copositivity via mixed–integer linear programming
- Creators
- Kurt M. Anstreicher - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Linear algebra and its applications, Vol.609, pp.218-230
- Publisher
- Elsevier Inc
- DOI
- 10.1016/j.laa.2020.09.002
- ISSN
- 0024-3795
- eISSN
- 1873-1856
- Grant note
- name: VCOR
- Language
- English
- Date published
- 01/15/2021
- Academic Unit
- Computer Science; Business Analytics; Industrial and Systems Engineering
- Record Identifier
- 9984380524102771
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