Conjugate Cone Characterization of Positive Definite and Semidefinite Matrices.

reportActive / Technical Report | Accession Number: ADA116173 | Open PDF

Abstract:

Positive definite matrices are those which give rise to positive values of the associated quadratic forms for all nonzero values of the variables. In optimization problems very often the variables are restricted by inequalities, typically nonnegativity requirements. In this work we characterize positive definite matrices in terms of positive definiteness over restricted variables. This has useful implications for optimization problems. Author

Author(s):
Han, S. -p. ; Mangasarian, O. L.
Author Organization(s):
WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
Descriptive Note:
Technical summary rept.,
Supplementary Note:
Sponsored in part by grant NSF-MCS79-01066
Pagination:
0023

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
MRC-TSR-2383
Contract/Grant Number(s):
DAAG29-80-C-0041, NSF-ENG79-03881
 Subject Terms
Joint Capability Areas:
JCA_1.2_Force Preparation; JCA_1_Force Support; JCA_5_Command and Control
Communities of Interest:
No COI(s) Identified
Descriptor(s):
*Quadratic equations, *Matrices(Mathematics), *Conical bodies, Value, Convex bodies, Variables, Optimization, Symmetry, Orthogonality
Field(s)/Group(s):
Theoretical Mathematics
Keyword(s):
Positive definite matrices, Convex cones, Polyhedral cones, Semidefinite matrices, Conjugate decomposition
Report Date:
1982 May 01