JOURNAL ARTICLE

Some Properties of Generalized Positive Subdefinite Matrices

Sarmistha NeogyAshok Kumar Das

Year: 2006 Journal:   SIAM Journal on Matrix Analysis and Applications Vol: 27 (4)Pages: 988-995   Publisher: Society for Industrial and Applied Mathematics

Abstract

The class of generalized positive subdefinite (GPSBD) matrices is an interesting matrix class introduced by Crouzeix and Komlósi [Appl. Optim. 59, Kluwer, Dordrecht, The Netherlands, 2001, pp. 45-63]. In this paper, we obtain some properties of GPSBD matrices. We show that copositive GPSBD matrices are $P_{0}$ and a merely generalized positive subdefinite (MGPSBD) matrix with some additional conditions belongs to the class of row sufficient matrices introduced by Cottle, Pang, and Venkateswarn [Linear Algebra Appl., 114/115 (1989), pp. 231-249]. Further, it is shown that for a subclass of GPSBD matrices, the solution set of a linear complementarity problem is same as the set of Karush--Kuhn--Tucker-stationary points of the corresponding quadratic programming problem. We provide a counter example to show that a copositive GPSBD matrix need not be sufficient in general. Finally, we show that if a matrix A can be written as a sum of a copositive-plus MGPSBD matrix with an additional condition and a copositive matrix and if it satisfies a feasibility condition, then Lemke's algorithm can solve LCP$(q,A).$ This further extends the applicability of Lemke's algorithm and a result of Evers.

Keywords:
Mathematics Linear complementarity problem Matrix (chemical analysis) Class (philosophy) Combinatorics Positive-definite matrix Subclass Solution set Algebra over a field Matrix splitting Linear algebra Symmetric matrix Pure mathematics Set (abstract data type) Discrete mathematics State-transition matrix Nonlinear system Eigenvalues and eigenvectors

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Citation History

Topics

Matrix Theory and Algorithms
Physical Sciences →  Computer Science →  Computational Theory and Mathematics
Advanced Optimization Algorithms Research
Physical Sciences →  Mathematics →  Numerical Analysis
Tensor decomposition and applications
Physical Sciences →  Mathematics →  Computational Mathematics

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