Restricted linear constrained minimization of quadratic functionals

DOI10.1080/03081087.2012.743023zbMATH Open1283.47005arXiv1009.3356OpenAlexW2039764639MaRDI QIDQ2872508FDOQ2872508

Authors: Dimitrios Pappas 

Publication date: 15 January 2014

Published in: Linear and Multilinear Algebra (Search for Journal in Brave)

Abstract: In this work a linearly constrained minimization of a positive semidefinite quadratic functional is examined. Our results are concerning infinite dimensional real Hilbert spaces, with a singular positive operator related to the functional, and considering as constraint a singular operator. The difference between the proposed minimization and previous work on this problem, is that it is considered for all vectors perpendicular to the kernel of the related operator or matrix.

Full work available at URL: https://arxiv.org/abs/1009.3356

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zbMATH Keywords

constrained optimizationMoore-Penrose inversequadratic functionalleast squares solutionsrestricted optimization

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)

Cites Work

• The product of operators with closed range and an extension of the reverse order law
• Nonnegative definite matrices and their applications to matrix quadratic programming problems
• Factorizations of EP operators
• Symbolic and recursive computation of different types of generalized inverses
• EP matrices: computation of the Moore-Penrose inverse via factorizations

Cited In (14)

• Outer inverse restricted by a linear system
• On the reduction of extremal problems to linear equations in a Hilbert space
• Minimization of constrained quadratic forms in Hilbert spaces
• Disjoint sections of positive semidefinite matrices and their applications in linear statistical models
• Title not available (Why is that?)
• On the duality of quadratic minimization problems using pseudo inverses
• Title not available (Why is that?)
• Minimization of quadratic forms using the Drazin-inverse solution
• On the minimum number of orthogonal constraints eliminating natural oscillations with specific frequencies
• Minimization of the root of a quadratic functional under an affine equality constraint
• Minimization of quadratic functionals with constraints in the form of equalities
• Generalized inverse restricted by the normal Drazin equation
• Constrained matrix optimization with applications
• Title not available (Why is that?)

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