>
Fa   |   Ar   |   En
   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
  
 
 

Copyright 2023
Islamic World Science Citation Center
All Rights Reserved