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A mapping associated to a quadratic optimization problem with linear constraints

Author

Listed:
  • Alberto Peretti

    (Department of Economics (University of Verona))

Abstract

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.

Suggested Citation

  • Alberto Peretti, 2014. "A mapping associated to a quadratic optimization problem with linear constraints," Working Papers 22/2014, University of Verona, Department of Economics.
    • Handle: RePEc:ver:wpaper:22/2014
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    File URL: http://dse.univr.it/home/workingpapers/wp2014n22.pdf
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    References listed on IDEAS

    as
    1. Alberto Peretti, 2009. "On a particular mapping in Rn," Working Papers 68/2009, University of Verona, Department of Economics.
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      More about this item

      Keywords

      Constrained optimization; quadratic programming; linear mappings;
      All these keywords.

      JEL classification:

      • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
      • C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools

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