Finding a positive semidefinite interval for a parametric matrix

DOI10.1016/0024-3795(86)90211-9zbMath0593.15015OpenAlexW2016730259MaRDI QIDQ1076107

B. George

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1016/0024-3795(86)90211-9

zbMATH Keywords

positive semidefiniteportfolio analysisstructural designparametric Hessian quadratic programming

Mathematics Subject Classification ID

Quadratic programming (90C20) Positive matrices and their generalizations; cones of matrices (15B48)

Related Items

Covariance adjustment in biased estimation, Determining the inertia of a matrix pencil as a function of the parameter, Positive semidefinite interval of matrix pencil and its applications to the generalized trust region subproblems, Nonnegative and positive definiteness of matrices modified by two matrices of rank one

Uses Software

• LINPACK

Cites Work

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• Quasi-Newton Methods, Motivation and Theory
• Basic Linear Algebra Subprograms for Fortran Usage
• Variable metric methods of minimisation