An inertia theorem for symmetric matrices and its application to nonlinear programming (Q1068908): Difference between revisions
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Revision as of 23:45, 19 March 2024
scientific article
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English | An inertia theorem for symmetric matrices and its application to nonlinear programming |
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An inertia theorem for symmetric matrices and its application to nonlinear programming (English)
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1985
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The authors study a relationship between the inertia (i.e. the ordered triple of positive, negative, and zero eigenvalues) of a real symmetric matrix and the inertia of its restriction to a subspace. The result is then applied to the partitioned matrix \(A=(A_{ij})\) with \(A_{11}=H\), \(A_{12}=J^ T\), \(A_{21}=J\), \(A_{22}=0\), where H is the Hessian of the Lagrangian and J is the Jacobian of the constraints in nonlinear programming. It is shown that the inertia of such a matrix A depends only on the inertia of the projection of H onto the null-space of J. Hence it is possible to describe the Karush-Kuhn-Tucker points by the inertia of A rather than H.
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optimal solution
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inertia
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real symmetric matrix
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Hessian
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Lagrangian
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Jacobian
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Karush-Kuhn-Tucker points
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