On some properties of saddle point matrices with vector blocks
Tadeusz Ostrowski · International Journal of Algebra · 2007
The paper is concerned on saddle point type problem, often called KKT sys- tem in optimization literature, which arises in a wide variety of applications. There are revisited and discussed some properties of saddle point matrices with two vector blocks, connected with the standard quadratic program over the standard simplex, if the matrix block is symmetric, or game theory, if the matrix block is not necessarily symmetric. There are investigated conditions of nonsingularity of these block matrices, and proper- ties related to determinant, rank or inertia as well.