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A Nonorthogonal Fourier Expansion for Conic Decomposition

Published: 01 August 1981 Publication History

Abstract

The problem considered is that of constructing the decomposition of a vector in a Hilbert space into two orthogonal components; one the “projection” in a given cone, and the other in the polar cone. The projection z* can be expressed as a Fourier type expansion. An algorithm for constructing this expansion is given, and shown to converge to z*.

References

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Abeasis, A. F., Dias, J-P., and Lopez-Pinto, A. (1974). Sur les Valeurs Propres du Sous-différentiel d'une Fonction Convexe avec un Noyau non Borné. C.R. Acad. Sci. Paris 278 1197-1199.
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Dorny, C. N. (1975). A Vector Space Approach to Models and Optimization. Wiley-Interscience, New York.
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Dunford, N. and Schwartz, J. T. (1958). Linear Operators, Part I. Wiley-Interscience, New York.
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Holmes, R. B. (1972). A Course on Optimization and Best Approximation. Springer-Verlag, New York.
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Luenberger, D. G. (1969). Optimization by Vector Space Methods. Wiley, New York.
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Mackie, A. G. (1977). An Example from Mechanics Illustrating Classical and Modern Mathematical Techniques. SIAM Review 19 517-535.
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Miersemann, E. (1979). Über positive Losungen von Eigenwertgleichungen mit Anwendungen auf elliptische Gleichungen zwetter Ordnung und auf ein Beulproblem für die Platte. Z. Angew. Math. Mech. 59 189-194.
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Moreau, J. J. (1962). Décomposition Orthogonale d'un Espace Hilbertien Selon Deux Cônes Mutuellement Pollaire. C.R. Acad. Sci. Paris 255 238-240.
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Stakgold, I. (1979). Green's Functions and Boundary Value Problems. Wiley-Interscience, New York.
[10]
Zarantonello, E. H. (1971). Projections on Convex Sets in Hilbert Space and Spectral Theory. In Contribution to Nonlinear Functional Analysis, E. H. Zarantonello, ed. Academic Press, New York. 237-424.

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    Published In

    cover image Mathematics of Operations Research
    Mathematics of Operations Research  Volume 6, Issue 3
    August 1981
    170 pages

    Publisher

    INFORMS

    Linthicum, MD, United States

    Publication History

    Published: 01 August 1981

    Author Tags

    1. Fourier series
    2. conic decomposition
    3. convex cone
    4. optimization in Hilbert space
    5. projection on convex cone

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