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The CP-matrix completion problem

Published 3 May 2013 in math.OC | (1305.0632v2)

Abstract: A symmetric matrix $C$ is completely positive (CP) if there exists an entrywise nonnegative matrix $B$ such that $C=BBT$. The CP-completion problem is to study whether we can assign values to the missing entries of a partial matrix (i.e., a matrix having unknown entries) such that the completed matrix is completely positive. We propose a semidefinite algorithm for solving general CP-completion problems, and study its properties. When all the diagonal entries are given, the algorithm can give a certificate if a partial matrix is not CP-completable, and it almost always gives a CP-completion if it is CP-completable. When diagonal entries are partially given, similar properties hold. Computational experiments are also presented to show how CP-completion problems can be solved.

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