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Completely positive and copositive matrices and optimization Bob s birthday conference The Chinese University of Hong Kong November 17, 2013 CP , COP matrices & Optimization 2013 1 / 45 Why CP matrices? CP , COP matrices &


  1. Using the combinatorial approach Definitions A graph G is completely positive ( CP ) if ⇒ A is CP A is DNN & G ( A ) = G . Theorem A graph G is CP ⇔ G contains no long (length ≥ 5) odd cycle. Berman & Kogan (1993), Ando (1991). Also: Drew & Johnson (1996) Used in proof: Berman & Hershkowitz (1987), Berman & Grone (1988) The key: A No Long Odd Cycle graph looks like that: CP , COP matrices & Optimization 2013 9 / 45

  2. CP , COP matrices & Optimization 2013 10 / 45

  3. Each block is bipartite CP , COP matrices & Optimization 2013 10 / 45

  4. Each block is bipartite / has at most 4 vertices CP , COP matrices & Optimization 2013 10 / 45

  5. Each block is bipartite / has at most 4 vertices / consists of triangles with a common base. CP , COP matrices & Optimization 2013 10 / 45

  6. Each block is bipartite / has at most 4 vertices / consists of triangles with a common base. CP , COP matrices & Optimization 2013 10 / 45

  7. Using the combinatorial approach (2) CP , COP matrices & Optimization 2013 11 / 45

  8. Using the combinatorial approach (2) Note: For every CP matrix, cp-rank A ≥ rank A . CP , COP matrices & Optimization 2013 11 / 45

  9. Using the combinatorial approach (2) Note: For every CP matrix, cp-rank A ≥ rank A . Theorem Every CP matrix A with G ( A ) = G satisfies cp-rank A = rank A if and only if G contains no even cycle, and no triangle-free graph with more edges than vertices. Shaked-Monderer (2001) CP , COP matrices & Optimization 2013 11 / 45

  10. Using the combinatorial approach (2) Note: For every CP matrix, cp-rank A ≥ rank A . Theorem Every CP matrix A with G ( A ) = G satisfies cp-rank A = rank A if and only if G contains no even cycle, and no triangle-free graph with more edges than vertices. Shaked-Monderer (2001) The key: Such a graph looks like that: CP , COP matrices & Optimization 2013 11 / 45

  11. CP , COP matrices & Optimization 2013 12 / 45

  12. Each block is an edge CP , COP matrices & Optimization 2013 12 / 45

  13. Each block is an edge / an odd cycle; CP , COP matrices & Optimization 2013 12 / 45

  14. Each block is an edge / an odd cycle; at most one odd cycle is long. CP , COP matrices & Optimization 2013 12 / 45

  15. Upper bounds on the cp-rank CP , COP matrices & Optimization 2013 13 / 45

  16. Upper bounds on the cp-rank Problem Find a (sharp) upper bound on the cp-ranks of matrices in CP n . CP , COP matrices & Optimization 2013 13 / 45

  17. Upper bounds on the cp-rank Problem Find a (sharp) upper bound on the cp-ranks of matrices in CP n . Known upper bounds CP , COP matrices & Optimization 2013 13 / 45

  18. Upper bounds on the cp-rank Problem Find a (sharp) upper bound on the cp-ranks of matrices in CP n . Known upper bounds For n ≤ 4: A ∈ CP n ⇒ cp-rank A ≤ n . Maxfield & Minc (1962) CP , COP matrices & Optimization 2013 13 / 45

  19. Upper bounds on the cp-rank Problem Find a (sharp) upper bound on the cp-ranks of matrices in CP n . Known upper bounds For n ≤ 4: A ∈ CP n ⇒ cp-rank A ≤ n . Maxfield & Minc (1962) Sharp! CP , COP matrices & Optimization 2013 13 / 45

  20. Upper bounds on the cp-rank Problem Find a (sharp) upper bound on the cp-ranks of matrices in CP n . Known upper bounds For n ≤ 4: A ∈ CP n ⇒ cp-rank A ≤ n . Maxfield & Minc (1962) Sharp! Since cp-rank A ≥ rank A . CP , COP matrices & Optimization 2013 13 / 45

  21. Upper bounds on the cp-rank Problem Find a (sharp) upper bound on the cp-ranks of matrices in CP n . Known upper bounds For n ≤ 4: A ∈ CP n ⇒ cp-rank A ≤ n . Maxfield & Minc (1962) Sharp! Since cp-rank A ≥ rank A . � n + 1 � ∀ n ≥ 2: A ∈ CP n ⇒ cp-rank A ≤ − 1. 2 Hannah & Laffey (1983); Barioli & Berman (2003) CP , COP matrices & Optimization 2013 13 / 45

  22. Upper bounds on the cp-rank Problem Find a (sharp) upper bound on the cp-ranks of matrices in CP n . Known upper bounds For n ≤ 4: A ∈ CP n ⇒ cp-rank A ≤ n . Maxfield & Minc (1962) Sharp! Since cp-rank A ≥ rank A . � n + 1 � ∀ n ≥ 2: A ∈ CP n ⇒ cp-rank A ≤ − 1. 2 Hannah & Laffey (1983); Barioli & Berman (2003) Sharp? CP , COP matrices & Optimization 2013 13 / 45

  23. Upper bounds on the cp-rank Problem Find a (sharp) upper bound on the cp-ranks of matrices in CP n . Known upper bounds For n ≤ 4: A ∈ CP n ⇒ cp-rank A ≤ n . Maxfield & Minc (1962) Sharp! Since cp-rank A ≥ rank A . � n + 1 � ∀ n ≥ 2: A ∈ CP n ⇒ cp-rank A ≤ − 1. 2 Hannah & Laffey (1983); Barioli & Berman (2003) Sharp? Not for 3 ≤ n ≤ 4. Maybe for n ≥ 5? CP , COP matrices & Optimization 2013 13 / 45

  24. Upper bounds on the cp-rank Problem Find a (sharp) upper bound on the cp-ranks of matrices in CP n . Known upper bounds For n ≤ 4: A ∈ CP n ⇒ cp-rank A ≤ n . Maxfield & Minc (1962) Sharp! Since cp-rank A ≥ rank A . � n + 1 � ∀ n ≥ 2: A ∈ CP n ⇒ cp-rank A ≤ − 1. 2 Hannah & Laffey (1983); Barioli & Berman (2003) Sharp? Not for 3 ≤ n ≤ 4. Maybe for n ≥ 5? The case n ≥ 5 is a totally different: CP , COP matrices & Optimization 2013 13 / 45

  25. Upper bounds on the cp-rank Problem Find a (sharp) upper bound on the cp-ranks of matrices in CP n . Known upper bounds For n ≤ 4: A ∈ CP n ⇒ cp-rank A ≤ n . Maxfield & Minc (1962) Sharp! Since cp-rank A ≥ rank A . � n + 1 � ∀ n ≥ 2: A ∈ CP n ⇒ cp-rank A ≤ − 1. 2 Hannah & Laffey (1983); Barioli & Berman (2003) Sharp? Not for 3 ≤ n ≤ 4. Maybe for n ≥ 5? The case n ≥ 5 is a totally different: Difficulty in identifying CP matrices; CP , COP matrices & Optimization 2013 13 / 45

  26. Upper bounds on the cp-rank Problem Find a (sharp) upper bound on the cp-ranks of matrices in CP n . Known upper bounds For n ≤ 4: A ∈ CP n ⇒ cp-rank A ≤ n . Maxfield & Minc (1962) Sharp! Since cp-rank A ≥ rank A . � n + 1 � ∀ n ≥ 2: A ∈ CP n ⇒ cp-rank A ≤ − 1. 2 Hannah & Laffey (1983); Barioli & Berman (2003) Sharp? Not for 3 ≤ n ≤ 4. Maybe for n ≥ 5? The case n ≥ 5 is a totally different: Difficulty in identifying CP matrices; Bound definitely > n : ∀ n ≥ 5, ∃ A ∈ CP n with cp-rank A = ⌊ n 2 / 4 ⌋ . CP , COP matrices & Optimization 2013 13 / 45

  27. The DJL conjecture cp-rank A ≤ ⌊ n 2 / 4 ⌋ . ∀ n ≥ 4: A ∈ CP n ⇒ Drew, Johnson & Loewy (1994) CP , COP matrices & Optimization 2013 14 / 45

  28. The DJL conjecture cp-rank A ≤ ⌊ n 2 / 4 ⌋ . ∀ n ≥ 4: A ∈ CP n ⇒ Drew, Johnson & Loewy (1994) The DJL bound holds for A ∈ CP n CP , COP matrices & Optimization 2013 14 / 45

  29. The DJL conjecture cp-rank A ≤ ⌊ n 2 / 4 ⌋ . ∀ n ≥ 4: A ∈ CP n ⇒ Drew, Johnson & Loewy (1994) The DJL bound holds for A ∈ CP n when G ( A ) is triangle free, or Drew, Johnson & Loewy (1994) CP , COP matrices & Optimization 2013 14 / 45

  30. The DJL conjecture cp-rank A ≤ ⌊ n 2 / 4 ⌋ . ∀ n ≥ 4: A ∈ CP n ⇒ Drew, Johnson & Loewy (1994) The DJL bound holds for A ∈ CP n when G ( A ) is triangle free, or Drew, Johnson & Loewy (1994) when G ( A ) has no long odd cycle, or Drew & Johnson (1996) CP , COP matrices & Optimization 2013 14 / 45

  31. The DJL conjecture cp-rank A ≤ ⌊ n 2 / 4 ⌋ . ∀ n ≥ 4: A ∈ CP n ⇒ Drew, Johnson & Loewy (1994) The DJL bound holds for A ∈ CP n when G ( A ) is triangle free, or Drew, Johnson & Loewy (1994) when G ( A ) has no long odd cycle, or Drew & Johnson (1996) when M ( A ) is positive semidefinite, or Berman & S-M (1998) CP , COP matrices & Optimization 2013 14 / 45

  32. The DJL conjecture cp-rank A ≤ ⌊ n 2 / 4 ⌋ . ∀ n ≥ 4: A ∈ CP n ⇒ Drew, Johnson & Loewy (1994) The DJL bound holds for A ∈ CP n when G ( A ) is triangle free, or Drew, Johnson & Loewy (1994) when G ( A ) has no long odd cycle, or Drew & Johnson (1996) when M ( A ) is positive semidefinite, or Berman & S-M (1998) when n = 5, and A has at least one zero. Loewy & Tam (2003) CP , COP matrices & Optimization 2013 14 / 45

  33. The DJL conjecture cp-rank A ≤ ⌊ n 2 / 4 ⌋ . ∀ n ≥ 4: A ∈ CP n ⇒ Drew, Johnson & Loewy (1994) The DJL bound holds for A ∈ CP n when G ( A ) is triangle free, or Drew, Johnson & Loewy (1994) when G ( A ) has no long odd cycle, or Drew & Johnson (1996) when M ( A ) is positive semidefinite, or Berman & S-M (1998) when n = 5, and A has at least one zero. Loewy & Tam (2003) (Here G ( A ) is the graph of the matrix A , M ( A ) is the comparison matrix of A ). CP , COP matrices & Optimization 2013 14 / 45

  34. The DJL conjecture cp-rank A ≤ ⌊ n 2 / 4 ⌋ . ∀ n ≥ 4: A ∈ CP n ⇒ Drew, Johnson & Loewy (1994) The DJL bound holds for A ∈ CP n when G ( A ) is triangle free, or Drew, Johnson & Loewy (1994) when G ( A ) has no long odd cycle, or Drew & Johnson (1996) when M ( A ) is positive semidefinite, or Berman & S-M (1998) when n = 5, and A has at least one zero. Loewy & Tam (2003) (Here G ( A ) is the graph of the matrix A , M ( A ) is the comparison matrix of A ). Common thread in most results: deal with matrices on ∂ CP n . CP , COP matrices & Optimization 2013 14 / 45

  35. Are we looking under the lamp-post? CP , COP matrices & Optimization 2013 15 / 45

  36. Are we looking under the lamp-post? Long known result The maximum cp-rank on CP n is attained on int CP n . CP , COP matrices & Optimization 2013 15 / 45

  37. Are we looking under the lamp-post? Long known result The maximum cp-rank on CP n is attained on int CP n . Proof: CP , COP matrices & Optimization 2013 15 / 45

  38. Are we looking under the lamp-post? Long known result The maximum cp-rank on CP n is attained on int CP n . Proof: A m → A & ∀ m A m ∈ CP n , cp-rank A m ≤ k = ⇒ cp-rank A ≤ k . CP , COP matrices & Optimization 2013 15 / 45

  39. Are we looking under the lamp-post? Long known result The maximum cp-rank on CP n is attained on int CP n . Proof: A m → A & ∀ m A m ∈ CP n , cp-rank A m ≤ k = ⇒ cp-rank A ≤ k . ∃ ( A m ) ∞ A ∈ ∂ CP n = ⇒ m = 1 ⊆ int CP n s.t. A m → A . CP , COP matrices & Optimization 2013 15 / 45

  40. Are we looking under the lamp-post? Long known result The maximum cp-rank on CP n is attained on int CP n . Proof: A m → A & ∀ m A m ∈ CP n , cp-rank A m ≤ k = ⇒ cp-rank A ≤ k . ∃ ( A m ) ∞ A ∈ ∂ CP n = ⇒ m = 1 ⊆ int CP n s.t. A m → A . Long asked question Is the maximum also attained on the boundary? CP , COP matrices & Optimization 2013 15 / 45

  41. Recent Results CP , COP matrices & Optimization 2013 16 / 45

  42. Recent Results Theorem 1 ∀ n ≥ 2, the maximum of the cp-rank on CP n is attained at a nonsingular matrix on ∂ CP n . Shaked-Monderer, Bomze, Jarre & Schachinger (2013) CP , COP matrices & Optimization 2013 16 / 45

  43. Recent Results Theorem 1 ∀ n ≥ 2, the maximum of the cp-rank on CP n is attained at a nonsingular matrix on ∂ CP n . Shaked-Monderer, Bomze, Jarre & Schachinger (2013) CP , COP matrices & Optimization 2013 16 / 45

  44. Recent Results Theorem 1 ∀ n ≥ 2, the maximum of the cp-rank on CP n is attained at a nonsingular matrix on ∂ CP n . Shaked-Monderer, Bomze, Jarre & Schachinger (2013) So, considering matrices on the boundary is OK. But who are they? CP , COP matrices & Optimization 2013 16 / 45

  45. Recent Results Theorem 1 ∀ n ≥ 2, the maximum of the cp-rank on CP n is attained at a nonsingular matrix on ∂ CP n . Shaked-Monderer, Bomze, Jarre & Schachinger (2013) So, considering matrices on the boundary is OK. But who are they? int CP n and ∂ CP n CP , COP matrices & Optimization 2013 16 / 45

  46. Recent Results Theorem 1 ∀ n ≥ 2, the maximum of the cp-rank on CP n is attained at a nonsingular matrix on ∂ CP n . Shaked-Monderer, Bomze, Jarre & Schachinger (2013) So, considering matrices on the boundary is OK. But who are they? int CP n and ∂ CP n ⇒ A = BB T , B ≥ 0 has rank n & a positive column. A ∈ int CP n ⇐ Dür & Still (2008), Dickinson (2010) CP , COP matrices & Optimization 2013 16 / 45

  47. Recent Results Theorem 1 ∀ n ≥ 2, the maximum of the cp-rank on CP n is attained at a nonsingular matrix on ∂ CP n . Shaked-Monderer, Bomze, Jarre & Schachinger (2013) So, considering matrices on the boundary is OK. But who are they? int CP n and ∂ CP n ⇒ A = BB T , B ≥ 0 has rank n & a positive column. A ∈ int CP n ⇐ Dür & Still (2008), Dickinson (2010) A ∈ ∂ CP n ⇐ ⇒ A ⊥ X for a copositive X . CP , COP matrices & Optimization 2013 16 / 45

  48. Recent Results Theorem 1 ∀ n ≥ 2, the maximum of the cp-rank on CP n is attained at a nonsingular matrix on ∂ CP n . Shaked-Monderer, Bomze, Jarre & Schachinger (2013) So, considering matrices on the boundary is OK. But who are they? int CP n and ∂ CP n ⇒ A = BB T , B ≥ 0 has rank n & a positive column. A ∈ int CP n ⇐ Dür & Still (2008), Dickinson (2010) A ∈ ∂ CP n ⇐ ⇒ A ⊥ X for a copositive X . (w.r.t. � A , X � = trace ( AX T ) .) CP , COP matrices & Optimization 2013 16 / 45

  49. COP matrices CP , COP matrices & Optimization 2013 17 / 45

  50. COP matrices Definitions CP , COP matrices & Optimization 2013 17 / 45

  51. COP matrices Definitions A symmetric A ∈ R n × n is copositive ( COP ) if x T Ax ≥ 0 ∀ x ∈ R n + . CP , COP matrices & Optimization 2013 17 / 45

  52. COP matrices Definitions A symmetric A ∈ R n × n is copositive ( COP ) if x T Ax ≥ 0 ∀ x ∈ R n + . Notation: COP n is the set of all n × n copositive matrices. CP , COP matrices & Optimization 2013 17 / 45

  53. COP matrices Definitions A symmetric A ∈ R n × n is copositive ( COP ) if x T Ax ≥ 0 ∀ x ∈ R n + . Notation: COP n is the set of all n × n copositive matrices. Every Positive semidefinite matrix, and every nonnegative matrix, is COP . Sums of such matrices also. CP , COP matrices & Optimization 2013 17 / 45

  54. COP matrices Definitions A symmetric A ∈ R n × n is copositive ( COP ) if x T Ax ≥ 0 ∀ x ∈ R n + . Notation: COP n is the set of all n × n copositive matrices. Every Positive semidefinite matrix, and every nonnegative matrix, is COP . Sums of such matrices also. For n ≥ 5 there are also others. Example: the Horn matrix  − 1 − 1  1 1 1 − 1 1 − 1 1 1     − 1 − 1 H = 1 1 1 and more.     1 1 − 1 1 − 1   − 1 1 1 − 1 1 CP , COP matrices & Optimization 2013 17 / 45

  55. COP matrices Definitions A symmetric A ∈ R n × n is copositive ( COP ) if x T Ax ≥ 0 ∀ x ∈ R n + . Notation: COP n is the set of all n × n copositive matrices. Every Positive semidefinite matrix, and every nonnegative matrix, is COP . Sums of such matrices also. For n ≥ 5 there are also others. Example: the Horn matrix  − 1 − 1  1 1 1 − 1 1 − 1 1 1     − 1 − 1 H = 1 1 1 and more.     1 1 − 1 1 − 1   − 1 1 1 − 1 1 COP n is a closed convex cone. CP , COP matrices & Optimization 2013 17 / 45

  56. The cones CP n and COP n CP , COP matrices & Optimization 2013 18 / 45

  57. The cones CP n and COP n CP n , COP n CP , COP matrices & Optimization 2013 18 / 45

  58. The cones CP n and COP n CP n , COP n CP n & COP n are convex cones with non-empty interiors. CP , COP matrices & Optimization 2013 18 / 45

  59. The cones CP n and COP n CP n , COP n CP n & COP n are convex cones with non-empty interiors. CP n = { A | A = A T & � A , X � ≥ 0 ∀ X ∈ COP n } , CP , COP matrices & Optimization 2013 18 / 45

  60. The cones CP n and COP n CP n , COP n CP n & COP n are convex cones with non-empty interiors. CP n = { A | A = A T & � A , X � ≥ 0 ∀ X ∈ COP n } , and vice versa. CP , COP matrices & Optimization 2013 18 / 45

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