A vector majorization method for solving a nonlinear programming problem (Q1122933)

The author considers the problem to maximize the product of all terms \(1+a_ i/(1-a^ 2_ 1-...-a^ 2_{i-1})^{1/2},\) where \(\| a\| <\vartheta <1\). The problem arises in error analysis of the so- called hyperbolic rotation algorithm for Cholesky factors. An alternative proof is presented based on vector majorization and Schur-convex functions, which does not need Lagrange multipliers.