A real symmetric matrix “A” is copositive if the inner product if Ax and x is nonnegative for all x in the nonnegative orthant. Copositive programming has attracted a lot of attention since Burer showed that hard nonconvex problems can be formulated as completely-positive programs. Alas, the power of copositive programming is offset by its difficulty: simple questions like “is this matrix copositive?” have complicated answers. In 1958, Jerry Gaddum proposed a recursive procedure to check if a given matrix is copositive by solving a series of matrix games. It is easy to implement and conceptually simple. Copositivity generalizes to cones other than the nonnegative orthant. If K is a proper cone, then the linear operator L is copositive on K if the inner product of L(x) and x is nonnegative for all x in K. Little is known about these operators in general. We extend Gaddum’s test to self-dual and symmetric cones, thereby deducing criteria for copositivity in those settings.
Citation
Journal of Global Optimization (2020) https://link.springer.com/article/10.1007%2Fs10898-020-00960-6