Abstract
Given a Krein space \(\mathcal {H}\) and B, C in \(L(\mathcal {H}),\) the bounded linear operators on \(\mathcal {H},\) the minimization/maximization of expressions of the form \((BX- C)^{\#}(BX - C)\) as X runs over \(L(\mathcal {H})\) is studied. Complete solutions are found for the problems posed, including solvability criteria and a characterization of the solutions when they exist. Min–max problems associated to Krein space decompositions of B are also considered, leading to a characterization of the Moore–Penrose inverse as the unique solution of a variational problem. Other generalized inverses are similarly described.
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Contino, M., Maestripieri, A. & Marcantognini, S. Operator Least Squares Problems and Moore–Penrose Inverses in Krein Spaces. Integr. Equ. Oper. Theory 90, 32 (2018). https://doi.org/10.1007/s00020-018-2456-4
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DOI: https://doi.org/10.1007/s00020-018-2456-4