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17300 On the stratification of a class of specially structured matrices
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Jonker, P. and Still, G.J. and Twilt, F. (2009) On the stratification of a class of specially structured matrices. Optimization, 58 (6). pp. 685-712. ISSN 0233-1934 *** ISI Impact 0,616 ***

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Official URL: http://dx.doi.org/10.1080/02331930701763793

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Abstract

We consider specially structured matrices representing optimization problems with quadratic objective functions and (finitely many) affine linear equality constraints in an n-dimensional Euclidean space. The class of all such matrices will be subdivided into subsets ['strata'], reflecting the features of the underlying optimization problems. From a differential-topological point of view, this subdivision turns out to be very satisfactory: Our strata are smooth manifolds, constituting a so-called Whitney Regular Stratification, and their dimensions can be explicitly determined. We indicate how, due to Thom's Transversality Theory, this setting leads to some fundamental results on smooth one-parameter families of linear-quadratic optimization problems with ( finitely many) equality and inequality constraints.

Item Type:Article
Research Group:EWI-DMMP: Discrete Mathematics and Mathematical Programming
Research Program:CTIT-IE&ICT: Industrial Engineering and ICT
ID Code:17300
Status:Published
Deposited On:26 January 2010
Refereed:Yes
International:Yes
ISI Impact Factor:0,616
More Information:statisticsmetis

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