Closedness of the completely positive cone 2026-10-06
Use the conic Carathéodory theorem in the real space of symmetric matrices, of dimension . A convergent sequence in the completely positive cone has padded factorizations with nonnegative factors. Their total squared norms equal and are uniformly bounded. A simultaneous convergent subsequence of the finite factor tuple gives with . Thus the limit remains in the cone. The argument also bounds the required number of factors by .
Completely positive matrix 2026-10-06
A real symmetric matrix admitting a finite sum of nonnegative rank-one matrices . It is both a positive semidefinite matrix and a nonnegative matrix, but these two properties alone need not imply membership in the completely positive cone in arbitrary dimension. This matrix notion is distinct from a completely positive map.
Completely positive optimization 2026-10-06
Conic optimization using the completely positive cone. For a real symmetric matrix , the trace-normalized program minimizes a weighted average of nonnegative-unit-vector Rayleigh quotients. The weights are the squared norms of the factors in . Hence a minimizing rank-one factor attains the same value as the original orthant minimum.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 339 1 h Solution Created 2026-10-03 Updated 2026-10-06
For in the dual cone , copositivity of gives . An upper-bounding Lagrangian for the maximization is thereforeIts supremum over unrestricted is finite precisely when . Minimizing that upper bound gives the conic programThis is completely positive optimization, not simply semidefinite programming: is the completely positive cone.
There is also a direct equality certificate. Every feasible , , has . Its objective is a weighted average of the nonnegative-sphere Rayleigh quotients, hence is at least . For a minimizing unit vector from part (g), is feasible and has objective . Thus attains the dual and both values agree, without relying on unverified regularity assumptions.