Copositive optimization–recent developments and applications

IM Bomze - European Journal of Operational Research, 2012 - Elsevier
Due to its versatility, copositive optimization receives increasing interest in the Operational
Research community, and is a rapidly expanding and fertile field of research. It is a special …

Copositive programming–a survey

M Dür - Recent Advances in Optimization and its Applications …, 2010 - Springer
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 …

Copositive programming

S Burer - Handbook on semidefinite, conic and polynomial …, 2012 - Springer
This chapter provides an introduction to copositive programming, which is linear
programming over the convex conic of copositive matrices. Researchers have shown that …

[HTML][HTML] Optimization under uncertainty and risk: Quadratic and copositive approaches

IM Bomze, M Gabl - European Journal of Operational Research, 2023 - Elsevier
Robust optimization and stochastic optimization are the two main paradigms for dealing with
the uncertainty inherent in almost all real-world optimization problems. The core principle of …

[HTML][HTML] Conic optimization: a survey with special focus on copositive optimization and binary quadratic problems

M Dür, F Rendl - EURO Journal on Computational Optimization, 2021 - Elsevier
A conic optimization problem is a problem involving a constraint that the optimization
variable be in some closed convex cone. Prominent examples are linear programs (LP) …

Think co (mpletely) positive! Matrix properties, examples and a clustered bibliography on copositive optimization

IM Bomze, W Schachinger, G Uchida - Journal of Global Optimization, 2012 - Springer
Copositive optimization is a quickly expanding scientific research domain with wide-spread
applications ranging from global nonconvex problems in engineering to NP-hard …

Inner approximating the completely positive cone via the cone of scaled diagonally dominant matrices

J Gouveia, TK Pong, M Saee - Journal of Global Optimization, 2020 - Springer
Motivated by the expressive power of completely positive programming to encode hard
optimization problems, many approximation schemes for the completely positive cone have …

On conic QPCCs, conic QCQPs and completely positive programs

L Bai, JE Mitchell, JS Pang - Mathematical Programming, 2016 - Springer
This paper studies several classes of nonconvex optimization problems defined over convex
cones, establishing connections between them and demonstrating that they can be …

Bayesian persuasion with state-dependent quadratic cost measures

MO Sayin, T Başar - IEEE Transactions on Automatic Control, 2021 - ieeexplore.ieee.org
In this article, we address Bayesian persuasion between a sender and a receiver with state-
dependent quadratic cost measures for general classes of distributions. The receiver seeks …

New approximations for the cone of copositive matrices and its dual

JB Lasserre - Mathematical Programming, 2014 - Springer
We provide convergent hierarchies for the convex cone C of copositive matrices and its dual
C^*, the cone of completely positive matrices. In both cases the corresponding hierarchy …