Linear pencils and quadratic programming problems with a quadratic constraint

preprint2022arXivOpen access

Abstract

Given bounded selfadjoint operators AA and BB acting on a Hilbert space H\mathcal{H}, consider the linear pencil P(λ)=A+λBP(λ)=A+λB, λ∈Rλ\in\mathbb{R}. The set of parameters λλ such that P(λ)P(λ) is a positive (semi)definite operator is characterized. These results are applied to solving a quadratic programming problem with an equality quadratic constraint (or a QP1EQC problem).

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