scientific article; zbMATH DE number 1524304

Publication date 1 November 2000

cone matrix octant quadratic form sign definiteness

Quadratic and bilinear forms, inner products (15A63) Stability of solutions to ordinary differential equations (34D20) Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46)

Review text

The article presents a new criterion of the property of having fixed sign in a cone of the space \(\mathbb R^{n}\). A proof is presented for the nonnegative cone \(K_{+}^n:=\{x\geq 0, x\in\mathbb R^n \). The case of an arbitrary octant of the space \(\mathbb R^n\) is reduced to \(K_{+}^n\) by means of some change of variables. Investigation of the property of having fixed sign in the cone \( K_{+}^n\) of the quadratic form \( x^T A x\) is reduced to constructing the corresponding evaluating matrix \(A_1\) and to check the Silvester conditions for this matrix. Some particular cases are considered and an example is presented. The author notes that during the last thirty years many works have been published related to an investigation of the sign definiteness in the cone \(K_{+}^n\). However, the criteria for this property presented in these works are not sufficiently constructive in the case of large dimension of the cone and are difficult to be realized even in the case of three variables unlike the criterion presented in this article.

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