RUS  ENG
Full version
JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2012 Volume 52, Number 10, Pages 1768–1777 (Mi zvmmf9762)

This article is cited 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.

UDC: 519.626

Received: 26.03.2011


 English version:
Computational Mathematics and Mathematical Physics, 2012, 52:10, 1342–1350

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024