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Characterization of Positive Definite and Semidefinite Matrices Via Quadratic Programming Duality

Download or Read eBook Characterization of Positive Definite and Semidefinite Matrices Via Quadratic Programming Duality PDF written by S. P. Han and published by . This book was released on 1982 with total page 26 pages. Available in PDF, EPUB and Kindle.
Characterization of Positive Definite and Semidefinite Matrices Via Quadratic Programming Duality
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Total Pages : 26
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ISBN-10 : OCLC:10257923
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Rating : 4/5 (23 Downloads)

Book Synopsis Characterization of Positive Definite and Semidefinite Matrices Via Quadratic Programming Duality by : S. P. Han

Book excerpt: Positive definite and semidefinite matrices induce well known duality results in quadratic programming. The converse is established here. Thus if certain duality results hold for a pair of dual quadratic programs, then the underlying matrix must be positive definite or semidefinite. For example if a strict local minimum of a quadratic program exceeds or equals a strict global maximum of the dual, then the underlying symmetric matrix omega is positive definite. If a quadratic program has a local minimum then the underlying matrix omega is positive semidefinite if and only if the primal minimum exceeds or equals the dual global maximum and X(T) omega x = O implies omega x = O.A significant implication of these results is that the Wolfe dual may not be meaningful for nonconvex quadratic programs and for nonlinear programs without locally positive definite or semidefinite Hessians, even if the primal second order sufficient optimally conditions are satisfied. (Author).


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