A closed-form solution to a quadratic optimization problem in complex variables |
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| Authors: | M. T. Hanna M. Simaan |
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| Affiliation: | (1) Department of Electrical and Computer Engineering, University of Iowa, Iowa City, Iowa;(2) Interactive Computing Laboratory, Department of Electrical Engineering, University of Pittsburgh, Pittsburgh, Pennsylvania |
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| Abstract: | A special quadratic optimization problem in complex variables is investigated for a closed-form solution. Two different approaches are used. The first is a direct approach which leads to a family of solutions defined in terms of arbitrary complex constants. The second is an indirect approach based on parametrizing the objective function. It leads to a specific solution, which is a member of the above family and which is shown to be bounded. |
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| Keywords: | Complex quadratic forms quadratic optimization constrained minimization Lagrange multipliers |
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