Considering copositivity locally

We say that a symmetric matrix A is copositive if vTAv≥0 for all nonnegative vectors v. The main result of this paper is a characterization of the cone of feasible directions at a copositive matrix A, i.e., the convex cone of symmetric matrices B such that there exists δ>0 satisfying A+δB being c...

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Veröffentlicht in:Journal of mathematical analysis and applications 2016-05, Vol.437 (2), p.1184-1195
Hauptverfasser: Dickinson, Peter J.C., Hildebrand, Roland
Format: Artikel
Sprache:eng
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Zusammenfassung:We say that a symmetric matrix A is copositive if vTAv≥0 for all nonnegative vectors v. The main result of this paper is a characterization of the cone of feasible directions at a copositive matrix A, i.e., the convex cone of symmetric matrices B such that there exists δ>0 satisfying A+δB being copositive. This cone is described by a set of linear inequalities on the elements of B constructed from the so called set of (minimal) zeros of A. This characterization is used to furnish descriptions of the minimal (exposed) face of the copositive cone containing A in a similar manner. In particular, we can check whether A lies on an extreme ray of the copositive cone by examining the solution set of a system of linear equations. In addition, we deduce a simple necessary and sufficient condition for the irreducibility of A with respect to a copositive matrix C.
ISSN:0022-247X
1096-0813
DOI:10.1016/j.jmaa.2016.01.063