On the computational complexity of membership problems for the completely positive cone and its dual

  • Authors:
  • Peter J. Dickinson;Luuk Gijben

  • Affiliations:
  • Department of Statistics and Operations Research, University of Vienna, Wien, Austria 1090;Johann Bernoulli Institute, University of Groningen, Groningen, The Netherlands 9700 AK

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 2014

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Abstract

Copositive programming has become a useful tool in dealing with all sorts of optimisation problems. It has however been shown by Murty and Kabadi (Math. Program. 39(2):117---129, 1987) that the strong membership problem for the copositive cone, that is deciding whether or not a given matrix is in the copositive cone, is a co-NP-complete problem. From this it has long been assumed that this implies that the question of whether or not the strong membership problem for the dual of the copositive cone, the completely positive cone, is also an NP-hard problem. However, the technical details for this have not previously been looked at to confirm that this is true. In this paper it is proven that the strong membership problem for the completely positive cone is indeed NP-hard. Furthermore, it is shown that even the weak membership problems for both of these cones are NP-hard. We also present an alternative proof of the NP-hardness of the strong membership problem for the copositive cone.