Closed-form solution of a maximization problem

DOI10.1007/s10898-008-9338-2zbMath1163.90747OpenAlexW2104768424MaRDI QIDQ1016077

Ingram Olkin, Richard W. Cottle

Publication date: 4 May 2009

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-008-9338-2

zbMATH Keywords

constrained optimizationeigenvalueseigenvectorsquadratic formstest problemintraclass correlation matrices

Mathematics Subject Classification ID

Factorization of matrices (15A23) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Eigenvalues, singular values, and eigenvectors (15A18) Quadratic and bilinear forms, inner products (15A63)

Cites Work

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• The characteristic roots of matrices
• Inequalities: theory of majorization and its applications

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