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Infinite positive-definite quadratic programming in a Hilbert space
Authors:J. Semple
Affiliation:(1) Department of Management Sciences, University of Texas at Arlington, Arlington, Texas
Abstract:
This note generalizes the results of Benson, Smith, Schochetman, and Bean (Ref. 1) regarding the minimization of a positive-definite functional over the countable intersection of closed convex sets in a Hilbert space. A finite approximating subproblem for the general case is shown to have the same strong convergence properties of the earlier work without any of the specialized structures imposed therein. In particular, the current development does not rely on any properties ofl2 and does not require the Hilbert space to be separable.
Keywords:Infinite quadratic programming  Hilbert spaces  infinite horizon optimization
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