English

Minimization of Constrained Quadratic forms in Hilbert Spaces

Functional Analysis 2010-03-31 v1

Abstract

A common optimization problem is the minimization of a symmetric positive definite quadratic form <x,Tx>< x,Tx > under linear constrains. The solution to this problem may be given using the Moore-Penrose inverse matrix. In this work we extend this result to infinite dimensional complex Hilbert spaces, making use of the generalized inverse of an operator. A generalization is given for positive diagonizable and arbitrary positive operators, not necessarily invertible, considering as constraint a singular operator. In particular, when TT is positive semidefinite, the minimization is considered for all vectors belonging to N(T)\mathcal{N}(T)^\perp.

Keywords

Cite

@article{arxiv.1003.5676,
  title  = {Minimization of Constrained Quadratic forms in Hilbert Spaces},
  author = {Dimitrios Pappas},
  journal= {arXiv preprint arXiv:1003.5676},
  year   = {2010}
}

Comments

17 pages, 2 figures

R2 v1 2026-06-21T15:04:11.751Z