Local minima of quadratic forms on convex cones

被引:23
|
作者
Seeger, Alberto [1 ]
Torki, Mounir [2 ]
机构
[1] Univ Avignon, Dept Math, F-84000 Avignon, France
[2] Univ Avignon, IUP, F-84911 Avignon, France
关键词
Convex cones; Conic quadratic programming; Linear complementarity problems; Cone-constrained eigenvectors; ELLIPTIC VARIATIONAL-INEQUALITIES; EIGENVALUE PROBLEMS;
D O I
10.1007/s10898-007-9225-2
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We study the local minima and the critical values of a quadratic form on the trace of a convex cone. This variational problem leads to the development of a spectral theory that combines matrix algebra and facial analysis of convex cones.
引用
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页码:1 / 28
页数:28
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