Restricted linear constrained minimization of quadratic functionals

DOI10.1080/03081087.2012.743023MaRDI QIDQ2872508zbMATH OpenOpenAlexFDO

Authors Dimitrios Pappas

Publication date 15 January 2014

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

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

zbMATH Keywords

constrained optimizationleast squares solutionsMoore-Penrose inversequadratic functionalrestricted 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)

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.

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Cites work

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

Cited in

(19)

• Minimization of quadratic functionals with constraints in the form of equalities
• On the reduction of extremal problems to linear equations in a Hilbert space
• On the minimum number of orthogonal constraints eliminating natural oscillations with specific frequencies
• Constrained matrix optimization with applications
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• An alternating projections method for certain linear problems in a Hilbert space
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• Generalized inverse restricted by the normal Drazin equation
• On the duality of quadratic minimization problems using pseudo inverses
• Minimization of quadratic forms using the Drazin-inverse solution
• Minimization of constrained quadratic forms in Hilbert spaces
• Disjoint sections of positive semidefinite matrices and their applications in linear statistical models
• Minimization of quadratic functionals on cones in Hilbert spaces
• Minimization of the root of a quadratic functional under an affine equality constraint

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