Mathematical Conferences Niš, Serbia, 13th Serbian Mathematical Congress

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Outer Inverses in constrained quadratic optimization
Dimitrios Pappas

Last modified: 2014-02-21

Abstract


In this work we examine the problem of minimization of a positive semidefinite quadratic form under linear constraints. We introduce the use of various kinds of outer generalized inverses, define such outer inverses depending on the constraint set and present their properties. In addition, the minimizing vector of this problem has an additional property: it should belong to the set perpendicular to the kernel of the quadratic form examined. Finally, the T-restricted outer inverse of a matrix is introduced, covering all the cases presented in several published papers.


Keywords


quadratic functional; constrained optimization; Moore–Penrose inverse; Drazin inverse; outer inverse