An inertia theorem for symmetric matrices and its application to nonlinear programming (Q1068908)

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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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