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Fully copositive matrices
Authors:G. S. R. Murthy  T. Parthasarathy
Affiliation:(1) Indian Statistical Institute, SQC & OR Unit, 110 Nelson Manickam Road, 600 029 Aminjikarai, Madras, India;(2) Indian Statistical Institute, 7 SJS Sansanwal Marg, 110 016 New Delhi, India
Abstract:The class of fully copositive (C0f) matrices introduced in [G.S.R. Murthy, T. Parthasarathy, SIAM Journal on Matrix Analysis and Applications 16 (4) (1995) 1268–1286] is a subclass of fully semimonotone matrices and contains the class of positive semidefinite matrices. It is shown that fully copositive matrices within the class ofQ0-matrices areP0-matrices. As a corollary of this main result, we establish that a bisymmetricQ0-matrix is positive semidefinite if, and only if, it is fully copositive. Another important result of the paper is a constructive characterization ofQ0-matrices within the class ofC0f. While establishing this characterization, it will be shown that Graves's principal pivoting method of solving Linear Complementarity Problems (LCPs) with positive semidefinite matrices is also applicable toC0f capQ0 class. As a byproduct of this characterization, we observe that aC0f-matrix is inQ0 if, and only if, it is completelyQ0. Also, from Aganagic and Cottle's [M. Aganagic, R.W. Cottle, Mathematical Programming 37 (1987) 223–231] result, it is observed that LCPs arising fromC0f capQ0 class can be processed by Lemke's algorithm. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.Corresponding author.
Keywords:Linear complementarity problem  Incidence  Matrix classes  Principal pivoting
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