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Local minima of quadratic forms on convex cones |
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| Authors: | Alberto Seeger Mounir Torki |
| Affiliation: | (1) Department of Mathematics, University of Avignon, 33 rue Louis Pasteur, Avignon, 84000, France;(2) University of Avignon, I.U.P., 339 chemin des Meinajaries, Avignon, 84911, France |
| Abstract: | 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. |
| Keywords: | Convex cones Conic quadratic programming Linear complementarity problems Cone-constrained eigenvectors |
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