🚀 go-pugleaf

enzo@research.canon.oz.au (Enzo Liguori) writes:

>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.

The following might prove helpful:

Jorge J. More and Gerardo Toraldo, "Algorithms for Bound Constrained
Quadratic Programming Problems," Numerische Mathematik 55, 377-400
(1989).

Jorge J. More, "Numerical Solution of Bound Constrained Problems," in
Computational Techniques & Applications: CTAC-87, J. Noye & C.
Fletcher (eds.), North-Holland, 29-37 (1988).

The former deals explicitly with your problem.  The simple nature of
your constraints can be exploited to get better performance than you
are likely to get with a QP algorithm that permits more general
constraints.
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T. Scott Thompson              email:  thompson@atlas.socsci.umn.edu
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