Many combinatorial optimization problems on finite graphs can be formulated as conic convex programs, e.g. the stable set problem, the maximum clique problem or the maximum cut problem. Especially NP-hard problems can be written as copositive programs. In this case the complexity is moved entirely into the copositivity constraint. Copositive programming is a quite new topic in optimization. It deals with optimization over the so-called copositive cone, a superset of the positive semidefinite cone, where the quadratic form x^T Ax has to be nonnegative for only the nonnegative vectors x. Its dual cone is the cone of completely positive matrices, which includes all matrices that can be decomposed as a sum of nonnegative symmetric vector-vector-products. The related optimization problems are linear programs with matrix variables and cone constraints. However, some optimization problems can be formulated as combinatorial problems on infinite graphs. For example, the kissing number problem can be formulated as a stable set problem on a circle. In this thesis we will discuss how the theory of copositive optimization can be lifted up to infinite dimension. For some special cases we will give applications in combinatorial optimization.