Positive definiteness of forms: Numerical identification

The question about positive definiteness or semidefiniteness of quadratic forms (or, more generally, polynomial homogeneous forms of an even degree) arises in numerous fields of mathematics and its applications. This is certainly the case for optimization theory, including calculus of variations and optimal control. Effective methods intended to obtain a reliable answer to this question for a given form are of doubtless theoretical and practical interest. For that purpose, we propose to use the traditional unconstrained optimization technique, namely, the steepest descent and the conjugate gradient methods. The effectiveness of this approach is justified by theoretical analysis and computational experiments.

Authors
Arutyunov A.V. 1 , Izmailov A.F.2
Number of issue
5
Language
English
Pages
1567-1585
Status
Published
Volume
41
Year
2003
Organizations
  • 1 Russian Peoples Friendship Univ., Miklukho-Maklaya Str. 6, 117198 Moscow, Russian Federation
  • 2 Moscow State University, Dept. of Computational Mathematics, Vorob'yovi Gori, 119899 Moscow, Russian Federation
Keywords
Calculus of variations; Conjugate gradients; Finite-dimensional approximation; Optimal control; Polynomial homogeneous form; Positive definiteness; Positive semidefiniteness; Quadratic form; Steepest descent
Date of creation
19.10.2018
Date of change
19.10.2018
Short link
https://repository.rudn.ru/en/records/article/record/31/
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