Modifying the inertia of matrices arising in optimization

DOI10.1016/S0024-3795(97)10015-5zbMath0935.65033WikidataQ56998914 ScholiaQ56998914MaRDI QIDQ1307208

Nicholas J. Higham, Sheung Hun Cheng

Publication date: 4 May 2000

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

zbMATH Keywords

constrained optimization; nonlinear programming; inertia; symmetric matrices; unitarily invariant norm; nonnegative eigenvalues

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

90C30: Nonlinear programming

15A42: Inequalities involving eigenvalues and eigenvectors

Related Items

Structured backward errors for KKT systems

Uses Software

• LANCELOT

Cites Work

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