Article View: sci.math.num-analysis
Article #395REQUEST: constrained optimization of positive definite quadratic form
From: Enzo Liguori
Date: Tue, 01 Sep 1992 03:39
Date: Tue, 01 Sep 1992 03:39
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I'd like suggestions on how to minimize a positive definite quadratic form with
the variable constrained to be within an interval like:
A<=Xi<=B
with A,B constants and Xi any variable of the quadratic form.
If there's a faster algorithm that works with simpler constraints like:
Xi<=0
Xj>=0
Xk unconstrained
that'll probably do.
Thanks in advance.
Enzo
Enzo Liguori - Canon Information Systems Research Australia
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Newsgroups: sci.math.num-analysis Path: arc1-ca.pugleaf.net!sparky!uunet!munnari.oz.au!metro!mama!news From: enzo@research.canon.oz.au (Enzo Liguori) Subject: REQUEST: constrained optimization of positive definite quadratic form Message-ID: <BtvrIE.IB8@research.canon.oz.au> Sender: news@research.canon.oz.au Organization: Canon Information Systems Research Australia Date: Tue, 1 Sep 1992 03:39:49 GMT Lines: 14