On some matrix operator and its applications
Tadeusz Ostrowski, Petroula M. Mavrikiou
Abstract
Tadeusz Ostrowski, Petroula M. Mavrikiou
Abstract
The paper focuses on a matrix operator, which maps a square real matrix to a block matrix (called the saddle point matrix), where the left-up block represents the given matrix, the right-down block is zero, and two other blocks are vectors of ones. The operator transforms any symmetric matrix into the Karush-KuhnTucker matrix of standard quadratic program on the standard simplex, which is the intersection of a hyperplane with the positive orthant. There are shown some properties of this matrix operator, connections with game theory and necessary and sufficient conditions for existence of unique interior optimizer of standard quadratic program.
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The paper focuses on a matrix operator, which maps a square real matrix to a block matrix (called the saddle point matrix), where the left-up block represents the given matrix, the right-down block is zero, and two other blocks are vectors of ones. The operator transforms any symmetric matrix into the Karush-KuhnTucker matrix of standard quadratic program on the standard simplex, which is the intersection of a hyperplane with the positive orthant. There are shown some properties of this matrix operator, connections with game theory and necessary and sufficient conditions for existence of unique interior optimizer of standard quadratic program.
Key concepts: Mathematics, Orthant, Block matrix, Matrix function, Square matrix, Matrix (chemical analysis), Symmetric matrix, Pascal matrix