Characterization of Positive Definite and Semide Finite Matrices via Quadratic Programming Duality

DOI10.1137/0605005MaRDI QIDQ3321843zbMATH OpenOpenAlexFDO

Authors Shih-Ping Han, O. L. Mangasarian

Publication date 1984

Published in SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0605005

zbMATH Keywords

dual quadratic programmingduality theorynonconvex quadratic programspositive definite matrices

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Duality theory (optimization) (49N15) Quadratic programming (90C20)

Recommendations

• Nonnegative definite matrices and their applications to matrix quadratic programming problems
• A Dual Method for Certain Positive Semidefinite Quadratic Programming Problems
• On quadratic and complete quadratic problems of convex programming
• Duality and robust duality for special nonconvex homogeneous quadratic programming under certainty and uncertainty environment
• Dual semidefinite programs without duality gaps for a class of convex minimax programs

Cites work

• A duality theorem for non-linear programming
• Conjugate cone characterization of positive definite and semidefinite matrices
• Duality in quadratic programming
• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
• scientific article; zbMATH DE number 3308846 (Why is no real title available?)
• Local Duality of Nonlinear Programs
• Locally unique solutions of quadratic programs, linear and nonlinear complementarity problems
• Necessary and sufficient conditions for quadratic minimality
• On Quadratic Programming
• Une caractérisation complete des minima locaux en programmation quadratique

Cited in

(6)

• Matrix pencils and existence conditions for quadratic programming with a sign-indefinite quadratic equality constraint
• Primal-dual properties of sequential gradient-restoration algorithms for optimal control problems. II: General problem
• Erratum and Addendum: Positive Semidefinite Matrices: Characterization via Conical Hulls and Least-Squares Solution of a Matrix Equation
• Strong Duality for the CDT Subproblem: A Necessary and Sufficient Condition
• Nonnegative definite matrices and their applications to matrix quadratic programming problems
• On the numerical realization of the exact penalty method for quadratic programming algorithms

This page was built for publication: Characterization of Positive Definite and Semide Finite Matrices via Quadratic Programming Duality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3321843)