English

Linear pencils and quadratic programming problems with a quadratic constraint

Functional Analysis 2022-01-10 v1 Optimization and Control

Abstract

Given bounded selfadjoint operators AA and BB acting on a Hilbert space H\mathcal{H}, consider the linear pencil P(λ)=A+λBP(\lambda)=A+\lambda B, λR\lambda\in\mathbb{R}. The set of parameters λ\lambda such that P(λ)P(\lambda) is a positive (semi)definite operator is characterized. These results are applied to solving a quadratic programming problem with an equality quadratic constraint (or a QP1EQC problem).

Keywords

Cite

@article{arxiv.2201.02439,
  title  = {Linear pencils and quadratic programming problems with a quadratic constraint},
  author = {Santiago Gonzalez Zerbo and Alejandra Maestripieri and Francisco Martínez Pería},
  journal= {arXiv preprint arXiv:2201.02439},
  year   = {2022}
}

Comments

24 pages. Comments are welcomed!

R2 v1 2026-06-24T08:42:46.782Z