Matrix pencils and existence conditions for quadratic programming with a sign-indefinite quadratic equality constraint (Q1041439)
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scientific article; zbMATH DE number 5641556
| Language | Label | Description | Also known as |
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| English | Matrix pencils and existence conditions for quadratic programming with a sign-indefinite quadratic equality constraint |
scientific article; zbMATH DE number 5641556 |
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Matrix pencils and existence conditions for quadratic programming with a sign-indefinite quadratic equality constraint (English)
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2 December 2009
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The authors consider a quadratically constrained quadratic programming problem. They adopt a matrix pencil approach to obtain necessary and sufficient conditions for the existence of solutions of the problem. The solution set of the problem, in terms of a nonnegative generalized eigenvalue of the matrix pencil formed from the objective matrix and the constraint matrix, has been characterized. The principal contribution of the paper is a complete characterization of the existence of solutions as well as the solution set in terms of the properties of the matrix pencil.
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matrix pencil
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quadratic programming
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existence theory
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0.9018536
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0.8891013
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0.87248266
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0.8723665
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0.8719466
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0.87059826
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0.8696429
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