Closed-form solution of a maximization problem

DOI10.1007/S10898-008-9338-2MaRDI QIDQ1016077zbMATH OpenOpenAlexFDO

Authors R. W. Cottle, Ingram Olkin

Publication date 4 May 2009

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-008-9338-2

zbMATH Keywords

constrained optimizationeigenvalueseigenvectorsintraclass correlation matricesquadratic formstest problem

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Factorization of matrices (15A23) Quadratic and bilinear forms, inner products (15A63) Nonlinear programming (90C30) Applications of mathematical programming (90C90)

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Cites work

• scientific article; zbMATH DE number 3200675 (Why is no real title available?)
• scientific article; zbMATH DE number 3035614 (Why is no real title available?)
• Inequalities: theory of majorization and its applications
• The characteristic roots of matrices

Cited in

(1)

• Letter to the Editor—-A Closed Form Solution of Certain Programming Problems

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