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arXiv · 2005.07372

The metric projections onto closed convex cones in a Hilbert space

Abstract

We study the metric projection onto the closed convex cone in a real Hilbert space $\mathscr{H}$ generated by a sequence $\mathcal{V} = \{v_n\}_{n=0}^\infty$. The first main result of this paper provides a sufficient condition under which we can identify the closed convex cone generated by $\mathcal{V}$ with the following set: \[ \mathcal{C}[[\mathcal{V}]]: = \bigg\{\sum_{n=0}^\infty a_n v_n\Big|a_n\geq 0,\text{ the series }\sum_{n=0}^\infty a_n v_n\text{ converges in $\mathscr{H}$}\bigg\}. \] Then, by adapting classical results on general convex cones, we give a useful description of the metric projection of a vector onto $\mathcal{C}[[\mathcal{V}]]$. As applications, we obtain the best approximations of many concrete functions in $L^2([-1,1])$ by polynomials with non-negative coefficients.

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Yanqi Qiu, Zipeng Wang. 2020-05-15. The metric projections onto closed convex cones in a Hilbert space. https://doi.org/10.1017/s1474748020000675

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