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IE417 Lecture 24

Properties of the KKT System

I f H i s c o p o s i t i v e , t h e n s o i s M Q I f a d d i t i o n a l l y , y 0 a n d y > M y 0 i m p l i e s H y = 0 , t h e n M . Q

copositive-plus. I n p a r t i c u l a r , M Q

is copositive-plus if either

  • H is positive semi-de nite, or

  • H has nonnegative entries with positive diagonal elements.

13

is

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