Posted Dec 1, 1995

Algorithms for Optimizing Over Analytic Functions

By J. William Helton, Orlando Merino and Trent E. Walker

One takes what we call the OPT problem, a very general type of Nehari problem, and finds optimality conditions which are for almost all parameter choices have invertible differential. Proof of invertibility requires proving invertibility of a class of block toeplitz plus Hankel operators on an intersection of Soblev spaces. This gives a very effective numerical algorithm.

(Indiana Jour. in 1993)