Copositive programming motivated bounds on the stability and the chromatic number

The Lovasz theta number of a graph G can be viewed as a semidefinite programming relaxation of the stability number of G. It has recently been shown that a copositive strengthening of this semidefinite program in fact equals the stability number of G. We introduce a related strengthening of the Lovasz theta number toward the … Read more

A copositive programming approach to graph partitioning

We consider 3-partitioning the vertices of a graph into sets $S_1, S_2$ and $S_3$ of specified cardinalities, such that the total weight of all edges joining $S_1$ and $S_2$ is minimized. This problem is closely related to several NP-hard problems like determining the bandwidth or finding a vertex separator in a graph. We show that … Read more

D.C. Versus Copositive Bounds for Standard QP

The standard quadratic program (QPS) is $\min_{x\in\Delta} x’Qx$, where $\Delta\subset\Re^n$ is the simplex $\Delta=\{ x\ge 0 : \sum_{i=1}^n x_i=1 \}$. QPS can be used to formulate combinatorial problems such as the maximum stable set problem, and also arises in global optimization algorithms for general quadratic programming when the search space is partitioned using simplices. One … Read more

LMI approximations for cones of positive semidefinite forms

An interesting recent trend in optimization is the application of semidefinite programming techniques to new classes of optimization problems. In particular, this trend has been successful in showing that under suitable circumstances, polynomial optimization problems can be approximated via a sequence of semidefinite programs. Similar ideas apply to conic optimization over the cone of copositive … Read more

Solving standard quadratic optimization problems via linear, semidefinite and copositive programming

The problem of minimizing a (non-convex) quadratic function over the simplex (the standard quadratic optimization problem) has an exact convex reformulation as a copositive programming problem. In this paper we show how to approximate the optimal solution by approximating the cone of copositive matrices via systems of linear inequalities, and, more refined, linear matrix inequalities … Read more