Conjugate Cone Characterization of Positive Definite and Semidefinite Matrices.
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)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1982
- Accession Number
- ADA116173
Entities
People
- Olvi L. Mangasarian
- S.-p. Han
Organizations
- University of Wisconsin–Madison