Convergence of minimum norm elements of projections and intersections of nested affine spaces in Hilbert space

DOI10.1016/J.JMAA.2006.07.086MaRDI QIDQ874958zbMATH OpenOpenAlexFDO

Authors Robert L. Smith, Irwin E. Schochetman, Sze-Kai Tsui

Publication date 10 April 2007

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2006.07.086

zbMATH Keywords

Angle between subspacesApproximation of optimal solutionsDownwardly directed affine spacesIntersection of projectionsMinimum norm elements of subspacesorthogonal projection onto closed subspace of Hilbert spaceProjection of intersectionsPSD LQ mathematical programming

Mathematics Subject Classification ID

Optimality conditions for problems in abstract spaces (49K27) Newton-type methods (49M15) Quadratic programming (90C20)

Review text

We consider a Hilbert space, an orthogonal projection onto a closed subspace and a sequence of downwardly directed affine spaces. We give sufficient conditions for the projection of the intersection of the affine spaces into the closed subspace to be equal to the intersection of their projections. Under a closure assumption, one such (necessary and) sufficient condition is that summation and intersection commute between the orthogonal complement of the closed subspace, and the subspaces corresponding to the affine spaces. Another sufficient condition is that the cosines of the angles between the orthogonal complement of the closed subspace, and the subspaces corresponding to the affine spaces, be bounded away from one. Our results are then applied to a general infinite horizon, positive semi-definite, linear quadratic mathematical programming problem. Specifically, under suitable conditions, we show that optimal solutions exist and, modulo those feasible solutions with zero objective value, they are limits of optimal solutions to finite-dimensional truncations of the original problem.

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Cites work

• Best approximation in inner product spaces
• Convergence of best approximations from unbounded sets
• Convergence of selections with applications in optimization
• Infinite positive-definite quadratic programming in a Hilbert space
• On the closure of the sum of closed subspaces
• Optimal solution characterization for infinite positive semi-definite programming
• Solution existence for time-varying infinite horizon quadratic programming

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