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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2012, Volume 52, Number 10, Pages 1768–1777
(Mi zvmmf9762)
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This article is cited in 1 scientific paper (total in 1 paper)
Differential properties of the minimum function for diagonalizable quadratic problems
A. V. Arutyunova, S. E. Zhukovskiya, Z. T. Mingaleevab a Peoples Friendship University of Russia, Moscow, Russia
b Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, Russia
Abstract:
For the problem of minimizing a quadratic functional subject to quadratic equality constraints, the topological and differential properties of the minimum function are examined. It is assumed that all the quadratic forms appearing in the statement of the problem are determined by simultaneously diagonalizable matrices. Under this assumption, sufficient conditions for the minimum function to be Lipschitzian are derived, and a description of the set on which this function may not be differentiable, is given.
Key words:
quadratic form, quadratic mapping, minimum function.
Received: 26.03.2011
Citation:
A. V. Arutyunov, S. E. Zhukovskiy, Z. T. Mingaleeva, “Differential properties of the minimum function for diagonalizable quadratic problems”, Zh. Vychisl. Mat. Mat. Fiz., 52:10 (2012), 1768–1777; Comput. Math. Math. Phys., 52:10 (2012), 1342–1350
Linking options:
https://www.mathnet.ru/eng/zvmmf9762 https://www.mathnet.ru/eng/zvmmf/v52/i10/p1768
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Abstract page: | 438 | Full-text PDF : | 111 | References: | 72 | First page: | 13 |
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