AbstractAn optimization problem of minimizing a real-valued function of certain elements of a symmetric matrix subject to this matrix being nonnegative definite is considered. Optimality conditions are proposed. The duality result of Olkin and Pukelsheim (1982) is extended to a wide class of such problems. Applications are discussed
AbstractWe present an algorithm for the quadratic programming problem of determining a local minimum...
AbstractLet Sn be the set of all n×n real symmetric matrices. We give a complete characterization of...
AbstractA common problem in multivariate analysis is that of minimising or maximising a function f o...
AbstractAn optimization problem of minimizing a real-valued function of certain elements of a symmet...
AbstractLet G be a real-valued function defined on the set Pn,F of all positive definite complex her...
AbstractA minimization problem for a matrix-valued matrix function is considered. A duality theorem ...
AbstractLet G be a real-valued function defined on the set Pn,F of all positive definite complex her...
AbstractGiven the equations AX = XAT and AX = YB with arbitrary nonzero real matrices A and B of the...
AbstractA matrix optimization problem of interest is the infimization, for arbitrary F, G ∈ Rn × m, ...
A problem studied by Flanders (1975) is to minimize the function f(R) tr(SR+TR-1) over the set of po...
AbstractA real symmetric n × n matrix Q is A-conditionally positivesemidefinite, where A is a given ...
AbstractWe give methods for finding a subspace L of Rn of high dimension on which a given real symme...
AbstractWe characterize the existence of a positive definite l×l matrix X the entries of which satis...
AbstractA symmetric matrix pencil A - λB of order n is called positive definite if there is a μ such...
A linear optimization model or linear programming (LP) problem involves the optimization of linear ...
AbstractWe present an algorithm for the quadratic programming problem of determining a local minimum...
AbstractLet Sn be the set of all n×n real symmetric matrices. We give a complete characterization of...
AbstractA common problem in multivariate analysis is that of minimising or maximising a function f o...
AbstractAn optimization problem of minimizing a real-valued function of certain elements of a symmet...
AbstractLet G be a real-valued function defined on the set Pn,F of all positive definite complex her...
AbstractA minimization problem for a matrix-valued matrix function is considered. A duality theorem ...
AbstractLet G be a real-valued function defined on the set Pn,F of all positive definite complex her...
AbstractGiven the equations AX = XAT and AX = YB with arbitrary nonzero real matrices A and B of the...
AbstractA matrix optimization problem of interest is the infimization, for arbitrary F, G ∈ Rn × m, ...
A problem studied by Flanders (1975) is to minimize the function f(R) tr(SR+TR-1) over the set of po...
AbstractA real symmetric n × n matrix Q is A-conditionally positivesemidefinite, where A is a given ...
AbstractWe give methods for finding a subspace L of Rn of high dimension on which a given real symme...
AbstractWe characterize the existence of a positive definite l×l matrix X the entries of which satis...
AbstractA symmetric matrix pencil A - λB of order n is called positive definite if there is a μ such...
A linear optimization model or linear programming (LP) problem involves the optimization of linear ...
AbstractWe present an algorithm for the quadratic programming problem of determining a local minimum...
AbstractLet Sn be the set of all n×n real symmetric matrices. We give a complete characterization of...
AbstractA common problem in multivariate analysis is that of minimising or maximising a function f o...
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