Linear pencils and quadratic programming problems with a quadratic constraint
Functional Analysis
2022-01-10 v1 Optimization and Control
Abstract
Given bounded selfadjoint operators and acting on a Hilbert space , consider the linear pencil , . The set of parameters such that 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).
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!