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

DOI10.1016/0024-3795(85)90141-7zbMath0582.15002OpenAlexW1966911248WikidataQ114852104 ScholiaQ114852104MaRDI QIDQ1068908

Shih-Ping Han, Okitsugu Fujiwara

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1016/0024-3795(85)90141-7

zbMATH Keywords

JacobianHessianLagrangianinertiaoptimal solutionreal symmetric matrixKarush-Kuhn-Tucker points

Mathematics Subject Classification ID

Nonlinear programming (90C30) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (10)

Spectral shift via ``lateral perturbation ⋮ A restricted signature normal form for Hermitian matrices, quasi-spectral decompositions, and applications ⋮ Relative eigenvalues of Hermitian matrices ⋮ On inertia and Schur complement in optimization ⋮ Restricted quadratic forms, inertia theorems, and the Schur complement ⋮ Active constraints, indefinite quadratic test problems, and complexity ⋮ Determining subspaces on which a matrix is nonnegative definite ⋮ Copositivity and sparsity relations using spectral properties ⋮ On parametric nonlinear programming ⋮ A local test for global extrema in the dispersion relation of a periodic graph

Cites Work

• Conjugate cone characterization of positive definite and semidefinite matrices
• Determination of the inertia of a partitioned Hermitian matrix
• Local Duality of Nonlinear Programs
• A conjugate decomposition of the Euclidean space
• Critical sets in parametric optimization
• On the Augmented Lagrangian
• Morse Programs: A Topological Approach to Smooth Constrained Optimization
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