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 optimizationnonlinear programminginertiasymmetric matricesunitarily invariant normnonnegative eigenvalues

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Nonlinear programming (90C30) Inequalities involving eigenvalues and eigenvectors (15A42)

Related Items

On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods ⋮ A note on the Ostrowski-Schneider type inertia theorem in Euclidean Jordan algebras ⋮ Inertias and ranks of some Hermitian matrix functions with applications ⋮ A Schwarz lemma for Kähler affine metrics and the canonical potential of a proper convex cone ⋮ On \(p\)th roots of stochastic matrices ⋮ Structured backward errors for KKT systems

Uses Software

• LANCELOT

Cites Work

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