Performance comparison of two recently proposed copositivity tests

Recently and simultaneously, two MILP-based approaches to copositivity testing were proposed. This note tries a performance comparison, using a group of test sets containing a large number of designed instances. According to the numerical results, we find that one copositivity detection approach per...

Full description

Bibliographic Details
Main Author: Bo Peng
Format: Article
Language:English
Published: Elsevier 2022-01-01
Series:EURO Journal on Computational Optimization
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2192440622000132
_version_ 1811293869293174784
author Bo Peng
author_facet Bo Peng
author_sort Bo Peng
collection DOAJ
description Recently and simultaneously, two MILP-based approaches to copositivity testing were proposed. This note tries a performance comparison, using a group of test sets containing a large number of designed instances. According to the numerical results, we find that one copositivity detection approach performs better when the function value of the defined function h of a matrix is large while the other one performs better when the dimension of problems is increasing moderately. A problem set that is hard for both approaches is also presented, which may be used as a test bed for future competing approaches. An improved variant of one of the approaches is also proposed to handle those hard instances more efficiently.
first_indexed 2024-04-13T05:07:58Z
format Article
id doaj.art-2c7550089e564e2aaa61ce4cfebeeff3
institution Directory Open Access Journal
issn 2192-4406
language English
last_indexed 2024-04-13T05:07:58Z
publishDate 2022-01-01
publisher Elsevier
record_format Article
series EURO Journal on Computational Optimization
spelling doaj.art-2c7550089e564e2aaa61ce4cfebeeff32022-12-22T03:01:07ZengElsevierEURO Journal on Computational Optimization2192-44062022-01-0110100037Performance comparison of two recently proposed copositivity testsBo Peng0VGSCO, University of Vienna, 1090 Wien, AustriaRecently and simultaneously, two MILP-based approaches to copositivity testing were proposed. This note tries a performance comparison, using a group of test sets containing a large number of designed instances. According to the numerical results, we find that one copositivity detection approach performs better when the function value of the defined function h of a matrix is large while the other one performs better when the dimension of problems is increasing moderately. A problem set that is hard for both approaches is also presented, which may be used as a test bed for future competing approaches. An improved variant of one of the approaches is also proposed to handle those hard instances more efficiently.http://www.sciencedirect.com/science/article/pii/S2192440622000132Copositive matrixCopositive programmingMixed-integer linear programming
spellingShingle Bo Peng
Performance comparison of two recently proposed copositivity tests
EURO Journal on Computational Optimization
Copositive matrix
Copositive programming
Mixed-integer linear programming
title Performance comparison of two recently proposed copositivity tests
title_full Performance comparison of two recently proposed copositivity tests
title_fullStr Performance comparison of two recently proposed copositivity tests
title_full_unstemmed Performance comparison of two recently proposed copositivity tests
title_short Performance comparison of two recently proposed copositivity tests
title_sort performance comparison of two recently proposed copositivity tests
topic Copositive matrix
Copositive programming
Mixed-integer linear programming
url http://www.sciencedirect.com/science/article/pii/S2192440622000132
work_keys_str_mv AT bopeng performancecomparisonoftworecentlyproposedcopositivitytests