Inexact subgradient algorithm with a non-asymptotic convergence guarantee for copositive programming problems
In this paper, we propose a subgradient algorithm with a non-asymptotic convergence guarantee to solve copositive programming problems. The subproblem to be solved at each iteration is a standard quadratic programming problem, which is NP-hard in general. However, the proposed algorithm allows this subproblem to be solved inexactly. For a prescribed accuracy $\epsilon > 0$ … Read more