• Title of article

    On the duality of quadratic minimization problems using pseudo inverses

  • Author/Authors

    Pappas, D. Department of Statistics - Athens University of Economics and Business, Greece , Domazakis, G. N. Department of Mathematics - School of Applied Mathematics and Physical Sciences - National Technical University of Athens, Greece

  • Pages
    11
  • From page
    133
  • To page
    143
  • Abstract
    In this paper we consider the minimization of a positive semidenite quadratic form, having a singular corresponding matrix H. We state the dual formulation of the orig- inal problem and treat both problems only using the vectors x 2 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 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 sucient conditions for our solution to exist using the well known KKT conditions.
  • Keywords
    Moore-Penrose inverse , general normal equation , constrained optimization , Lagrange multipliers , duality principle
  • Journal title
    Astroparticle Physics
  • Serial Year
    2019
  • Record number

    2437641