Copositive Programming via Semi-Infinite Optimization
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.
copositive programming semi-infinite programming optimality and duality discretization method order of maximizer