Nonnegative definite matrices and their applications to matrix quadratic programming problems

DOI10.1080/03081089308818194MaRDI QIDQ4033470zbMATH OpenOpenAlexWikidataFDO

Authors Yong-Lin Chen

Publication date 16 May 1993

Published in Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03081089308818194

zbMATH Keywords

constrained minimizationgeneralized inversesmatrix quadratic programmingnonnegative definite matricespenalty method

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Positive matrices and their generalizations; cones of matrices (15B48) Quadratic programming (90C20)

Review text

This paper examines relationships between the concept of a matrix being nonnegative definite over a subspace, generalized inverses, and matrix quadratic programming. An application is given to the common penalty method for handling constrained minimization.

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Cites work

• A Method for Computing the Generalized Inverse of a Matrix
• Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
• scientific article; zbMATH DE number 3648910 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• Inertia-Controlling Methods for General Quadratic Programming
• More on linear inequalities with applications to matrix theory
• The generalized Bott-Duffin inverse and its applications

Cited in

(16)

• Matrix pencils and existence conditions for quadratic programming with a sign-indefinite quadratic equality constraint
• The solutions to the quadratic matrix equation \(X^* A X + B^* X + D = 0\)
• Restricted linear constrained minimization of quadratic functionals
• scientific article; zbMATH DE number 4016066 (Why is no real title available?)
• A case of a linear quadratic optimal design with a weighting matrix which is not non-negative definite
• Characterization of Positive Definite and Semide Finite Matrices via Quadratic Programming Duality
• Outer inverse restricted by a linear system
• The study of model for portfolio investment under non-positive definite matrix
• Methods of minimization in a set of nonnegative definite matrices
• Formulas for calculating the extremum ranks and inertias of a four-term quadratic matrix-valued function and their applications
• scientific article; zbMATH DE number 857639 (Why is no real title available?)
• Solutions of a second-order conjugate matrix equation
• Optimization of a nonlinear Hermitian matrix expression with application
• Solving optimization problems on ranks and inertias of some constrained nonlinear matrix functions via an algebraic linearization method
• The Hermitian restriction problem for sesquilinear forms
• Definiteness and semidefiniteness of quadratic forms revisited

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