Copositive optimization – Recent developments and applications

Copositive optimization – Recent developments and applications

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Article ID: iaor20119800
Volume: 216
Issue: 3
Start Page Number: 509
End Page Number: 520
Publication Date: Feb 2012
Journal: European Journal of Operational Research
Authors:
Keywords: combinatorial optimization
Abstract:

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 case of conic optimization, which consists of minimizing a linear function over a cone subject to linear constraints. The diversity of copositive formulations in different domains of optimization is impressive, since problem classes both in the continuous and discrete world, as well as both deterministic and stochastic models are covered. Copositivity appears in local and global optimality conditions for quadratic optimization, but can also yield tighter bounds for NP‐hard combinatorial optimization problems. Here some of the recent success stories are told, along with principles, algorithms and applications.

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