A mapping associated to a quadratic optimization problem with linear constraints

In this working paper we go on with the study of a mapping in Rn associated to a quadratic optimization problem with one equality linear constraint. After showing some general properties related to homogeneity and the inverse mapping, we present some results regarding how the mapping behaves with norms of vectors. Then some aspects related either to invariant points or invariant subspaces are investigated.

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Year of publication:	2014-12
Authors:	Peretti, Alberto
Institutions:	Dipartimento di Scienze Economiche, Facoltà di Economia
Subject:	Constrained optimization \| quadratic programming \| linear mappings

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 22/2014 1 pages long
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C65 - Miscellaneous Mathematical Tools
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011160804