Algorithm 6.1.
A) Initialization
Let k = 1 and .
B) Main cycle of the algorithm
Perform repeatedly steps B1-B10, until k > N. (Comment: The number of iterations can be thoroughly reduced as we can see later.)
B1) Let .
B2) If has a nonnegative row, or , or adj has a negative entry in its first column, then go to B10, else continue at B3. (Comment: In the first case is not almost copositive, while in the second case it is.)
B3) If then stop. (Comment: The problem is unbounded in this case.)
B4) Let .
B5) Let u = any nonzero column of adj.
B6) Let v = r-dimensional extension of u.
B7) Let
B8) Print and .
B9) Print and .
B10) Letk = k + 1.
C) Normal termination of the algorithm
Stop. (Comment: The last printout of and gives the optimal solution and the corresponding objective function value.)