A modified simplex partition algorithm to test copositivity

A real symmetric matrix A is copositive if $$x^\top Ax\ge 0$$ x ⊤ A x ≥ 0 for all $$x\ge 0$$ x ≥ 0 . As A is copositive if and only if it is copositive on the standard simplex, algorithms to determine copositivity, such as those in Sponsel et al. (J Glob Optim 52:537–551, 2012) and Tanaka and Yoshise (Pac J Optim 11:101–120, 2015), are based upon the creation of increasingly fine simplicial partitions of simplices, testing for copositivity on each. We present a variant that decomposes a simplex $$\bigtriangleup $$ △ , say with n vertices, into a simplex $$\bigtriangleup _1$$ △ 1 and a polyhedron $$\varOmega _1$$ Ω 1 ; and then partitions $$\varOmega _1$$ Ω 1 into a set of at most $$(n-1)$$ ( n - 1 ) simplices. We show that if A is copositive on $$\varOmega _1$$ Ω 1 then A is copositive on $$\bigtriangleup _1$$ △ 1 , allowing us to remove $$\bigtriangleup _1$$ △ 1 from further consideration. Numerical results from examples that arise from the maximum clique problem show a significant reduction in the time needed to establish copositivity of matrices.

On monotonicity and search strategies in face-based copositivity detection algorithms

Over the last decades, algorithms have been developed for checking copositivity of a matrix. Methods are based on several principles, such as spatial branch and bound, transformation to Mixed Integer Programming, implicit enumeration of KKT points or face-based search. Our research question focuses on exploiting the mathematical properties of the relative interior minima of the standard quadratic program (StQP) and monotonicity. We derive several theoretical properties related to convexity and monotonicity of the standard quadratic function over faces of the standard simplex. We illustrate with numerical instances up to 28 dimensions the use of monotonicity in face-based algorithms. The question is what traversal through the face graph of the standard simplex is more appropriate for which matrix instance; top down or bottom up approaches. This depends on the level of the face graph where the minimum of StQP can be found, which is related to the density of the so-called convexity graph.

A lattice point counting generalisation of the Tutte polynomial

International audience The Tutte polynomial for matroids is not directly applicable to polymatroids. For instance, deletion- contraction properties do not hold. We construct a polynomial for polymatroids which behaves similarly to the Tutte polynomial of a matroid, and in fact contains the same information as the Tutte polynomial when we restrict to matroids. This polynomial is constructed using lattice point counts in the Minkowski sum of the base polytope of a polymatroid and scaled copies of the standard simplex. We also show that, in the matroid case, our polynomial has coefficients of alternating sign, with a combinatorial interpretation closely tied to the Dawson partition.

On the homogeneous extremal function for the standard simplex

In this paper, an explicit formula for the homogeneous Siciak’s extremal function is computed in the case of standard simplex in RN. There are discussed some problems related to this result. In particular, there is proved a version of Klimek’s type theorem for the homogeneous extremal function.

The Application of Possibility Distribution for Solving Standard Quadratic Optimization Problems

A standard quadratic optimization problem (StQP) is to find optimal values of a quadratic form over the standard simplex. The concept of possibility distribution was proposed by L. A. Zadeh. This paper applies the concept of possibility distribution function to solving StQP. The application of possibility distribution function establishes that it encapsulates the constrained conditions of the standard simplex into the possibility distribution function, and the derivative of the StQP formula becomes a linear function. As a result, the computational complexity of StQP problems is reduced, and the solutions of the proposed algorithm are always over the standard simplex. This paper proves that NP-hard StQP problems are in P. Numerical examples demonstrate that StQP problems can be solved by solving a set of linear equations. Comparing with Lagrangian function method, the solutions of the new algorithm are reliable when the symmetric matrix is indefinite.