Generalization of Doubly Nonnegative Cone: Focusing on Inner-Approximation for Generalized Copositive Cone

We aim to provide better relaxation for generalized completely positive (copositive) programming. We first develop an inner-approximation hierarchy for the generalized copositive cone over a symmetric cone. Exploiting this hierarchy as well as the existing hierarchy proposed by Zuluaga et al. (SIAM J Optim 16(4):1076–1091, 2006), we then propose two (NN and ZVP) generalized doubly … Read more