Finite termination of the extended simplex procedure for non-completely-positive matrices

Let ASnA\in{\mathcal{S}}^n be a matrix that is not completely positive. A separating witness for AA is a matrix WCOPnW\in{\mathcal{COP}}^n such that A,W<0\langle A,W\rangle<0. Procedure~ is the extended pivoting procedure described in the paper.

Finite-termination conjecture. For ACPnA\notin{\mathcal{CP}}^n, Procedure~ with a suitable pivot rule in Step~2(b) ends after finitely many iterations with a separating witness WW.

The conjecture asserts finite termination with a certificate whenever the input lies outside the completely positive cone. The paper does not establish whether the procedure can fail to provide a separating witness after finitely many iterations, and leaves the existence of a suitable pivot rule open.

Sources & referencesView supporting material

Primary source

Mathieu Dutour Sikirić, Achill Schürmann and Frank Vallentin, “A simplex algorithm for rational cp-factorization”, arXiv:1807.01382 (2020).

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