Building a completely positive factorization

Immanuel Bomze

Central European Journal of Operations Research, 2018, vol. 26, issue 2, No 3, 287-305

Abstract: Abstract A symmetric matrix of order n is called completely positive if it has a symmetric factorization by means of a rectangular matrix with n columns and no negative entries (a so-called cp factorization), i.e., if it can be interpreted as a Gram matrix of n directions in the positive orthant of another Euclidean space of possibly different dimension. Finding this factor therefore amounts to angle packing and finding an appropriate embedding dimension. Neither the embedding dimension nor the directions may be unique, and so many cp factorizations of the same given matrix may coexist. Using a bordering approach, and building upon an already known cp factorization of a principal block, we establish sufficient conditions under which we can extend this cp factorization to the full matrix. Simulations show that the approach is promising also in higher dimensions.

Keywords: Copositive optimization; cp-rank; Schur complement (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s10100-017-0499-2

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