Minimization of constrained quadratic forms in Hilbert spaces

DOI10.15352/AFA/1399900257MaRDI QIDQ554351zbMATH OpenOpenAlexFDO

Authors Dimitrios Pappas

Publication date 3 August 2011

Published in Annals of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1003.5676, https://eudml.org/doc/231451, http://www.emis.de/journals/AFA/AFA-tex_v2_n1_a1.pdf

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zbMATH Keywords

quadratic formpositive operatorMoore-Penrose inverseconstrained optimisation

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) General (adjoints, conjugates, products, inverses, domains, ranges, etc.) (47A05) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)

Abstract: A common optimization problem is the minimization of a symmetric positive definite quadratic form $<x,Tx>$ under linear constrains. The solution to this problem may be given using the Moore-Penrose inverse matrix. In this work we extend this result to infinite dimensional complex Hilbert spaces, making use of the generalized inverse of an operator. A generalization is given for positive diagonizable and arbitrary positive operators, not necessarily invertible, considering as constraint a singular operator. In particular, when $T$ is positive semidefinite, the minimization is considered for all vectors belonging to $mathcalN(T{)}^{p}erp$.

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