Minimization of constrained quadratic forms in Hilbert spaces

DOI10.15352/AFA/1399900257zbMATH Open1219.47005arXiv1003.5676OpenAlexW2963761323MaRDI QIDQ554351FDOQ554351

Dimitrios Pappas

Publication date: 3 August 2011

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

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 $mathcalN(T{)}^{p}erp$.

Full work available at URL: https://arxiv.org/abs/1003.5676

File on IPFS (Hint: this is only the Hash - if you get a timeout, this file is not available on our server.)

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)

Cited In (10)

• Title not available (Why is that?)
• Outer inverse restricted by a linear system
• Title not available (Why is that?)
• A test for the global minimum variance portfolio for small sample and singular covariance
• Title not available (Why is that?)
• Minimization of quadratic forms using the Drazin-inverse solution
• Minimization of quadratic functionals with constraints in the form of equalities
• Generalized inverse restricted by the normal Drazin equation
• Strong duality in minimizing a quadratic form subject to two homogeneous quadratic inequalities over the unit sphere
• Deterministic Bayesian information fusion and the analysis of its performance

This page was built for publication: Minimization of constrained quadratic forms in Hilbert spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q554351)