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.)