Extremal problems on the set of nonnegative definite matrices

DOI10.1016/0024-3795(85)90182-XzbMath0565.90056WikidataQ93582777 ScholiaQ93582777MaRDI QIDQ1058989

Alexander Shapiro

Publication date: 1985

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

positive semi-definite matricesduality resultsuniqueness of the solutionOptimality conditionsdifferentiability of the optimal value functiontrace of a matrix

Mathematics Subject Classification ID

Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Linear inequalities of matrices (15A39) Semi-infinite programming (90C34) Miscellaneous inequalities involving matrices (15A45) Methods of successive quadratic programming type (90C55)

Related Items (16)

A quasi-newton method for minimum trace factor analysis ⋮ On minimizing the largest eigenvalue of a symmetric matrix ⋮ The extreme points of a set of positive semidefinite operators ⋮ Sums of random symmetric matrices and quadratic optimization under orthogonality constraints ⋮ A Schur analysis approach to minimum distance problems ⋮ Statistical inference of semidefinite programming ⋮ On reduced semidefinite programs for second order moment bounds with applications ⋮ Optimality criteria without constraint qualifications for linear semidefinite problems ⋮ On the gap between the quadratic integer programming problem and its semidefinite relaxation ⋮ Local convergence of an augmented Lagrangian method for matrix inequality constrained programming ⋮ Method of centers for minimizing generalized eigenvalues ⋮ A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix ⋮ Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods ⋮ Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods ⋮ A note on semidefinite relaxation for 0-1 quadratic knapsack problems ⋮ Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices

Cites Work

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• The distance between two random vectors wigh given dispersion matrices
• Minimum rank and minimum trace of covariance matrices
• Weighted minimum trace factor analysis
• The Frechet distance between multivariate normal distributions
• Computational aspects of the greatest lower bound to the reliability and constrained minimum trace factor analysis
• An extremal problem for positive defintie matrices
• An extremal problem on the space of positive definite matrices
• Necessary and Sufficient Optimality Conditions for the Fritz John Problem with Linear Equality Constraints
• Sufficient conditions for extremum, penalty functions and regularity

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