pub fn copositive_simplex_minimum(
matrix: ArrayView2<'_, f64>,
) -> Result<(f64, Array1<f64>), String>Expand description
Exact minimum of wᵀMw over the unit simplex {w ≥ 0, 1ᵀw = 1}.
Strictly positive iff M is strictly copositive, which is exactly the
condition for exp(−½wᵀMw) to be normalizable on a shifted orthant. On the
face with support S the stationary value is 1/(1ᵀM_SS⁻¹1), so enumerating
all 2ⁿ − 1 supports and the vertices M_jj decides it — no nonconvex QP,
and a non-positive answer is a PROOF of impropriety rather than an
inconclusive bound.