A New Face Algorithm Using LU Factorization for Linear Programming

The unique feature of the face algorithm \cite{pan14} is that it moves from face to face, rather than from vertex to vertex as the simplex algorithm. It uses the orthogonal projection of the negative objective gradient on the related null space as its search direction. Nevertheless, the algorithm is based on QR factorization, which would … Read more

On monotonicity and search traversal in copositivity detection algorithms

Matrix copositivity has an important theoretical background. Over the last decades, the use of algorithms to check copositivity has made a big progress. Methods are based on spatial branch and bound, transformation to Mixed Integer Programming, implicit enumeration of KKT points or face-based search. Our research question focuses on exploiting the mathematical properties of the … Read more

A New Face Method for Linear Programming

An attractive feature of the face method \cite{pan14} for solving LP problems is that it uses the orthogonal projection of the negative objective gradient on the related null space as the search direction. However, the method would not be amenable for solving large sparse problems, since it handles the involved normal system by orthogonal transformations. … Read more

Considering Copositivity Locally

Let $A$ be an element of the copositive cone $\mathcal{COP}^n$. A zero $\mathbf{u}$ of $A$ is a nonnegative vector whose elements sum up to one and such that $\mathbf{u}^TA\mathbf{u} = 0$. The support of $\mathbf{u}$ is the index set $\mathrm{supp}\mathbf{u} \subset \{1,\dots,n\}$ corresponding to the nonzero entries of $\mathbf{u}$. A zero $\mathbf{u}$ of $A$ is … Read more