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Computing the distance between the linear matrix pencil and the completely positive cone

Jinyan Fan () and Anwa Zhou ()
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Jinyan Fan: Shanghai Jiao Tong University
Anwa Zhou: Shanghai Jiao Tong University

Computational Optimization and Applications, 2016, vol. 64, issue 3, No 2, 647-670

Abstract: Abstract In this paper, we consider the problem of computing the distance between the linear matrix pencil and the completely positive cone. We formulate it as a linear optimization problem with the cone of moments and the second order cone. A semidefinite relaxation algorithm is presented and the convergence is studied. We also propose a new model for checking the membership in the completely positive cone.

Keywords: Completely positive matrices; CP projection; Linear matrix pencil; Linear optimization with moments; Semidefinite algorithm; Primary 15A22; 15A23; 44A60; 90C22; 90C26; 90C59 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s10589-016-9825-1

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