Related papers: Linear pencils and quadratic programming problems …
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,…
The quadratic programming over one inequality quadratic constraint (QP1QC) is a very special case of quadratically constrained quadratic programming (QCQP) and attracted much attention since early 1990's. It is now understood that, under…
A quadratically constrained quadratic programming problem is considered in a Hilbert space setting, where neither the objective nor the constraint are convex functions. Necessary and sufficient conditions are provided to guarantee that the…
This paper is concerned with the reduction of the spectral problem for symmetric linear operator pencils to a spectral problem for the single operator. Also, a Rayleigh-Ritz-like bounds on eigenvalues of linear operator pencils are…
A lower semi-definite self-adjoint linear operator in a Hilbert space is taken whose discrete spectrum is not empty and comprises at least several eigenvalues $\lambda_{min}=\lambda_1\leqslant\ldots\leqslant\lambda_m<\sigma_{ess}$. The…
In this paper, we consider the quadratic programming problems under finitely many convex quadratic constraints in Hilbert spaces. By using the Legendre property of quadratic forms or the compactness of operators in the presentations of…
Let $T$ be a self-adjoint operator on a complex Hilbert space $\mathcal{H}$. We give a sufficient and necessary condition for $T$ to be the pencil $\lambda P+Q$ of a pair $( P, Q)$ of projections at some point…
We investigate the use of linear programming tools for solving semidefinite programming relaxations of quadratically constrained quadratic problems. Classes of valid linear inequalities are presented, including sparse PSD cuts, and…
Semidefinite programming optimises a linear objective function over a spectrahedron, and is one of the major advances of mathematical optimisation. Spectrahedra are described by linear pencils, which are linear matrix polynomials with…
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…
Hermitian linear matrix pencils are ubiquitous in control theory, operator systems, semidefinite optimization, and real algebraic geometry. This survey reviews the fundamental features of the matricial solution set of a linear matrix…
The spectrum of a selfadjoint quadratic operator pencil of the form $\lambda^2M-\lambda G-A$ is investigated where $M\geq 0$, $G\geq 0$ are bounded operators and $A$ is selfadjoint bounded below is investigated. It is shown that in the case…
We consider a quadratic operator pencil with a small periodic perturbation multiplied by the spectral parameter. It is motivated, in particular, by a one-dimensional Klein-Gordon equation with a time-parity-symmetric perturbation. We study…
We say that a complex number $\lambda$ is an extended eigenvalueof a bounded linear operator T on a Hilbert space H if there exists anonzero bounded linear operator X acting on H, called extended eigen-vector associated to $\lambda$, and…
We study problems associated with an operator pencil, i.e., a pair of operators on Banach spaces. Two natural problems to consider are linear constrained differential equations and the description of the generalized spectrum. The main tool…
The linear quadratic regulator problem is central in optimal control and was investigated since the very beginning of control theory. Nevertheless, when it includes affine state constraints, it remains very challenging from the classical…
It is shown that a positive (bounded linear) operator on a Hilbert space with trivial kernel is unitarily equivalent to a Hankel operator that satisfies double positivity condition if and only if it is non-invertible and has simple spectrum…
We analyze when an arbitrary matrix pencil is equivalent to a dissipative Hamiltonian pencil and show that this heavily restricts the spectral properties. In order to relax the spectral properties, we introduce matrix pencils with…
This paper considers a fractional programming problem (P) which minimizes a ratio of quadratic functions subject to a two-sided quadratic constraint. As is well-known, the fractional objective function can be replaced by a parametric family…
We introduce concepts of essential numerical range for the linear operator pencil $\lambda\mapsto A-\lambda B$. In contrast to the operator essential numerical range, the pencil essential numerical ranges are, in general, neither convex nor…