Optimality conditions for linear copositive programming problems with isolated immobile indices
Published in Optimization, 2020
O. I. Kostyukova, T. V. Tchemisova
Copositive models arise in quadratic programming (QP) with linear and binary constraints [8,9], fractional QP [3,10], Graph Theory and Combinatorics [2,11], among others. The diversity of copositive formulations in different domains of optimization (continuous and discrete, deterministic and stochastic, robust optimization with uncertain objective and others) is described in [9,12]. According to Dür [9], CP is ‘a powerful modeling tool which interlinks the quadratic and binary worlds’. Being formally very similar to that of SDP, the copositive programmes are NP-hard since testing copositivity of matrices is co-NP-complete [13]. Different algorithms for copositivity detection are described, for example, in [12,14–16]. A clustered bibliography on copositive optimization can be found in [17].