Simultaneous Diagonalization of Matrices and Its Applications in Quadratically Constrained Quadratic Programming

DOI10.1137/15M1023920zbMath1347.65107arXiv1507.05703OpenAlexW2239109110WikidataQ57445403 ScholiaQ57445403MaRDI QIDQ2817836

Li, Duan, Rujun Jiang

Publication date: 2 September 2016

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.05703

zbMATH Keywords

quadratically constrained quadratic programmingsymmetric matricescongruencesimultaneous diagonalizationsecond-order cone programming relaxationsemidefinite matrix pencil

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Canonical forms, reductions, classification (15A21) Matrix pencils (15A22)

Related Items (17)

Derandomization and absolute reconstruction for sums of powers of linear forms ⋮ On Local Minimizers of Nonconvex Homogeneous Quadratically Constrained Quadratic Optimization with at Most Two Constraints ⋮ A simultaneous diagonalization-based quadratic convex reformulation for nonconvex quadratically constrained quadratic program ⋮ On the tightness of SDP relaxations of QCQPs ⋮ SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices ⋮ Simultaneous Diagonalization via Congruence of Hermitian Matrices: Some Equivalent Conditions and a Numerical Solution ⋮ Positive semidefinite interval of matrix pencil and its applications to the generalized trust region subproblems ⋮ Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem ⋮ Projectively and Weakly Simultaneously Diagonalizable Matrices and their Applications ⋮ Exact Second-Order Cone Programming Relaxations for Some Nonconvex Minimax Quadratic Optimization Problems ⋮ On input design for regularized LTI system identification: power-constrained input ⋮ Solving the Problem of Simultaneous Diagonalization of Complex Symmetric Matrices via Congruence ⋮ An SOCP relaxation based branch-and-bound method for generalized trust-region subproblem ⋮ A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints ⋮ Newton-type methods for simultaneous matrix diagonalization ⋮ A Linear-Time Algorithm for Generalized Trust Region Subproblems ⋮ The generalized trust region subproblem: solution complexity and convex hull results

Uses Software

• GQTPAR

Cites Work

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• The generalized trust region subproblem
• Determining the structure of the Jordan normal form of a matrix by symbolic computation
• A canonical form for a pair of real symmetric matrices that generate a nonsingular pencil
• A recurring theorem about pairs of quadratic forms and extensions: A survey
• A semidefinite framework for trust region subproblems with applications to large scale minimization
• Hidden conic quadratic representation of some nonconvex quadratic optimization problems
• Computing a Trust Region Step
• Potpourri of Conjectures and Open Questions in Nonlinear Analysis and Optimization
• An Algorithm for Numerical Computation of the Jordan Normal Form of a Complex Matrix
• Ill-Conditioned Eigensystems and the Computation of the Jordan Canonical Form
• Indefinite Trust Region Subproblems and Nonsymmetric Eigenvalue Perturbations
• An Exact Duality Theory for Semidefinite Programming Based on Sums of Squares
• Canonical Forms for Hermitian Matrix Pairs under Strict Equivalence and Congruence
• On Cones of Nonnegative Quadratic Functions

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