## Solutions of a constrained Hermitian matrix-valued function optimization problem with applications

Let $f(X) =\left( XC + D\right)M\left(XC + D \right)^{*} – G$ be a given nonlinear Hermitian matrix-valued function with $M = M^*$ and $G = G^*$, and assume that the variable matrix $X$ satisfies the consistent linear matrix equation $XA = B$. This paper shows how to characterize the semi-definiteness of $f(X)$ subject to all … Read more

## An Inertia-Free Filter Line-Search Algorithm for Large-Scale Nonlinear Programming

We present a filter line-search algorithm that does not require inertia information about the linear system to ensure global convergence. The proposed approach performs curvature tests along the search step to ensure descent. This feature permits more modularity in the linear algebra, enabling the use of a wider range of iterative and decomposition strategies. We … Read more

## Bounds on Eigenvalues of Matrices Arising from Interior-Point Methods

Interior-point methods feature prominently among numerical methods for inequality-constrained optimization problems, and involve the need to solve a sequence of linear systems that typically become increasingly ill-conditioned with the iterations. To solve these systems, whose original form has a nonsymmetric 3×3 block structure, it is common practice to perform block Gaussian elimination and either solve … Read more