A Dual Approach to Multidimensional $L_p$ Spectral Estimation Problems
A Dual Approach to Multidimensional $L_p$ Spectral Estimation Problems
A complete duality theory is presented for the multidimensional $L_p$ spectral estimation problem. The authors use a new constraint qualification (BWCQ) for infinite-dimensional convex programs with linear type constraints recently introduced in [Borwein and Wolkowicz, Math. Programming, 35 (1986), pp. 83–96]. This allows direct derivation of the explicit optimal solution …