Copositive programming - A survey

Abstract

Copositive programming is a relatively young field in mathematical optimization. It can be seen as a generalization of semidefinite programming, since it means optimizing over the cone of so called copositive matrices. Like semidefinite programming, it has proved particularly useful in combinatorial and quadratic optimization. The purpose of this survey is to introduce the field to interested readers in the optimization community who wish to get an understanding of the basic concepts and recent developments in copositive programming, including modeling issues and applications, the connection to semidefinite programming and sum-of-squares approaches, as well as algorithmic solution approaches for copositive programs. © 2010 Springer -Verlag Berlin Heidelberg.