An improved algorithm to test copositivity

Abstract

Copositivity plays a role in combinatorial and nonconvex quadratic optimization. However, testing copositivity of a given matrix is a co-NP-complete problem. We improve a previously given branch-and-bound type algorithm for testing copositivity and discuss its behavior in particular for the maximum clique problem. Numerical experiments indicate that the speedup is considerable. © Springer Science+Business Media, LLC. 2011.