|
|
on the duality of quadratic minimization problems using pseudo inverses
|
|
|
|
|
نویسنده
|
pappas d. ,domazakis g.
|
منبع
|
journal of linear and topological algebra - 2019 - دوره : 8 - شماره : 2 - صفحه:133 -143
|
چکیده
|
in this paper we consider the minimization of a positive semidefinite quadratic form, having a singular corresponding matrix h. we state the dual formulation of the original problem and treat both problems only using the vectors x∈n(h)⊥ instead of the classical approach of convex optimization techniques such as the null space method. given this approach and based on the strong duality principle, we provide a closed formula for the calculation of the lagrange multipliers lambda in the cases when (i) the constraint equation is consistent and (ii) the constraint equation is inconsistent, using the general normal equation. in both cases the moore-penrose inverse will be used to determine a unique solution of the problems. in addition, in the case of a consistent constraint equation, we also give sufficient conditions for our solution to exist using the well known kkt conditions.
|
کلیدواژه
|
moore-penrose inverse ,general normal equation ,constrained optimization ,lagrange multipliers ,duality principle ,kkt conditions
|
آدرس
|
athens university of economics and business, department of statistics, greece, national technical university of athens, school of applied mathematics and physical sciences, department of mathematics, greece
|
پست الکترونیکی
|
domazakisgeorge@hotmail.com
|
|
|
|
|
|
|
|
|
|
|
|
Authors
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|