Extremal problems on the set of nonnegative definite matrices

DOI10.1016/0024-3795(85)90182-XzbMath0565.90056WikidataQ93582777 ScholiaQ93582777MaRDI QIDQ1058989

Alexander Shapiro

Publication date: 1985

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

positive semi-definite matricesduality resultsuniqueness of the solutionOptimality conditionsdifferentiability of the optimal value functiontrace of a matrix

Mathematics Subject Classification ID

Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Linear inequalities of matrices (15A39) Semi-infinite programming (90C34) Miscellaneous inequalities involving matrices (15A45) Methods of successive quadratic programming type (90C55)

Related Items

A quasi-newton method for minimum trace factor analysis, On minimizing the largest eigenvalue of a symmetric matrix, The extreme points of a set of positive semidefinite operators, Sums of random symmetric matrices and quadratic optimization under orthogonality constraints, A Schur analysis approach to minimum distance problems, Statistical inference of semidefinite programming, On reduced semidefinite programs for second order moment bounds with applications, Optimality criteria without constraint qualifications for linear semidefinite problems, On the gap between the quadratic integer programming problem and its semidefinite relaxation, Local convergence of an augmented Lagrangian method for matrix inequality constrained programming, Method of centers for minimizing generalized eigenvalues, A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix, Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods, Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods, A note on semidefinite relaxation for 0-1 quadratic knapsack problems, Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The distance between two random vectors wigh given dispersion matrices
• Minimum rank and minimum trace of covariance matrices
• Weighted minimum trace factor analysis
• The Frechet distance between multivariate normal distributions
• Computational aspects of the greatest lower bound to the reliability and constrained minimum trace factor analysis
• An extremal problem for positive defintie matrices
• An extremal problem on the space of positive definite matrices
• Necessary and Sufficient Optimality Conditions for the Fritz John Problem with Linear Equality Constraints
• Sufficient conditions for extremum, penalty functions and regularity