Mitsuhiro Nishijima In this paper, we consider copositive cones over symmetric cones and show that they are never facially exposed when the underlying cone has dimension at least 2. We do so by explicitly exhibiting a non-exposed extreme ray. Our result extends the known fact that the cone of copositive matrices over the nonnegative orthant is not … Read more
We consider a wide class of closed convex cones K in the space of real n*n symmetric matrices and establish the existence of a chain of faces of K, the length of which is maximized at n(n+1)/2 + 1. Examples of such cones include, but are not limited to, the completely positive and the copositive … Read more
We first provide an inner-approximation hierarchy described by a sum-of-squares (SOS) constraint for the copositive (COP) cone over a general symmetric cone. The hierarchy is a generalization of that proposed by Parrilo (2000) for the usual COP cone (over a nonnegative orthant). We also discuss its dual. Second, we characterize the COP cone over a … Read more
In this study, we examine the various extensions of the doubly nonnegative (DNN) cone, frequently used in completely positive programming (CPP) to achieve a tighter relaxation than the positive semidefinite cone. To provide tighter relaxation for generalized CPP (GCPP) than the positive semidefinite cone, inner-approximation hierarchies of the generalized copositive cone are exploited to obtain … Read more