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 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 is positive semidefinite, the minimization is considered for all vectors belonging to .
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