Solving optimization problems on ranks and inertias of some constrained nonlinear matrix functions via an algebraic linearization method (Q651143): Difference between revisions

The author considers a group of closed-form formulas for calculating the global maximum and minimum ranks and inertias of the quadratic Hermitian matrix function \(\phi(X)= Q- XPX^*\) with respect to the variable matrix \(X\) by using a linearization method and some known formulas for extremum ranks and inertias of linear Hermitian matrix functions, where both \(P\) and \(Q\) are complex Hermitian matrices and \(X^*\) is the conjugate transpose of \(X\). Examples are presented to illustrative applications of the equality-constrained quadratic optimization in some matrix completion problems.