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Copositive optimization – Recent developments and applications

Immanuel Bomze

European Journal of Operational Research, 2012, vol. 216, issue 3, 509-520

Abstract: Due to its versatility, copositive optimization receives increasing interest in the Operational Research community, and is a rapidly expanding and fertile field of research. It is a special case of conic optimization, which consists of minimizing a linear function over a cone subject to linear constraints. The diversity of copositive formulations in different domains of optimization is impressive, since problem classes both in the continuous and discrete world, as well as both deterministic and stochastic models are covered. Copositivity appears in local and global optimality conditions for quadratic optimization, but can also yield tighter bounds for NP-hard combinatorial optimization problems. Here some of the recent success stories are told, along with principles, algorithms and applications.

Keywords: Clique number; Completely positive matrix; Convexity gap; Crossing number; Robust optimization; Standard quadratic optimization (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:216:y:2012:i:3:p:509-520

DOI: 10.1016/j.ejor.2011.04.026

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European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

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