Local minima of quadratic forms on convex cones

Authors:
Alberto Seeger;Mounir Torki
Affiliations:
Department of Mathematics, University of Avignon, Avignon, France 84000;University of Avignon, I.U.P., Avignon, France 84911
Venue:
Journal of Global Optimization
Year:
2009

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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.