| Article ID: | iaor20162333 |
| Volume: | 64 |
| Issue: | 3 |
| Start Page Number: | 647 |
| End Page Number: | 670 |
| Publication Date: | Jul 2016 |
| Journal: | Computational Optimization and Applications |
| Authors: | Fan Jinyan, Zhou Anwa |
| Keywords: | programming: linear, heuristics |
In this paper, we consider the problem of computing the distance between the linear matrix pencil and the completely positive cone. We formulate it as a linear optimization problem with the cone of moments and the second order cone. A semidefinite relaxation algorithm is presented and the convergence is studied. We also propose a new model for checking the membership in the completely positive cone.