On Optimizing the Sum of Rayleigh Quotients on the Unit Sphere
Abstract
Given symmetric matrices and positive definite matrices, we are concerned with the solution of the maximization of the function that is mentioned in the dissertation. We establish necessary optimality conditions for local maximizers. Moreover, a self-consistent-field (SCF) iterative method for solving this maximization problem is introduced and analyzed. We use the Trust-Region SCF iteration to improve the convergence of the SCF method.