Copositive Programming via Semi-Infinite Optimization |
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| Authors: | Faizan Ahmed Mirjam Dür Georg Still |
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| Institution: | 1. Department of Mathematics, University of Twente, 7500 AE, Enschede, the Netherlands
2. Department of Mathematics, University of Trier, 54286, Trier, Germany
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| Abstract: | Copositive programming (CP) can be regarded as a special instance of linear semi-infinite programming (SIP). We study CP from the viewpoint of SIP and discuss optimality and duality results. Different approximation schemes for solving CP are interpreted as discretization schemes in SIP. This leads to sharp explicit error bounds for the values and solutions in dependence on the mesh size. Examples illustrate the structure of the original program and the approximation schemes. |
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