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- Title
On the computation of C* certificates.
- Authors
Jarre, Florian; Schmallowsky, Katrin
- Abstract
The cone of completely positive matrices C* is the convex hull of all symmetric rank-1-matrices xx T with nonnegative entries. While there exist simple certificates proving that a given matrix $${B\in C^*}$$ is completely positive it is a rather difficult problem to find such a certificate. We examine a simple algorithm which—for a given input B—either determines a certificate proving that $${B\in C^*}$$ or converges to a matrix $${\bar S}$$ in C* which in some sense is “close” to B. Numerical experiments on matrices B of dimension up to 200 conclude the presentation.
- Subjects
SYMMETRIC matrices; ALGORITHMS; SYMMETRIC functions; UNIVERSAL algebra; STIFF computation (Differential equations)
- Publication
Journal of Global Optimization, 2009, Vol 45, Issue 2, p281
- ISSN
0925-5001
- Publication type
Article
- DOI
10.1007/s10898-008-9374-y