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
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