A Variational Approach to Copositive Matrices

This work surveys essential properties of the so-called copositive matrices, the study of which is spread over more than fifty-five years. Special emphasis is given to variational aspects related to the concept of copositivity. In addition, some new results on the geometry of the cone of copositive matrices are presented here for the first time. Mathematics Subject Classification. 15A49, 90C20. Key words. Copositive matrix, copositivity test, convex cone, Pareto eigenvalues, quadratic programming, copositive programming.

• Type: Journal
• Year: 2010
• Where: SIAMREV
• Authors: Jean-Baptiste Hiriart-Urruty, Alberto Seeger
• Keywords: Copositive Matrices, Mathematics Subject Classification, SIAMREV 2010, So-called Copositive Matrices