On weighted linear least-squares problems related to interior methods for convex quadratic programming (Q2719201)
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scientific article; zbMATH DE number 1608865
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| English | On weighted linear least-squares problems related to interior methods for convex quadratic programming |
scientific article; zbMATH DE number 1608865 |
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21 June 2001
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unconstrained linear least-squares problem
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weighted least-squares problem
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quadratic programming
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interior method
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On weighted linear least-squares problems related to interior methods for convex quadratic programming (English)
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It is known that the norm of the solution to a weighted linear least-squares problem is uniformly bounded for the set of diagonally dominant symmetric positive definite weight matrices. This result is extended to weight matrices that are nonnegative linear combinations of symmetric positive semidefinite matrices.NEWLINENEWLINENEWLINEFurther, results are given concerning the strong connection between the boundedness of weighted projection onto a subspace and the projection onto its complementary subspace using the inverse weight matrix. In particular, explicit bounds are given for the Euclidean norm of the projections.NEWLINENEWLINENEWLINEThese results are applied to the Newton equations arising in a primal-dual interior method for convex quadratic programming and boundedness is shown for the corresponding projection operator.
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