The numerical solution of equality constrained quadratic programming problems

Dyn, Nira; Ferguson, Warren E.

doi:10.1090/S0025-5718-1983-0701631-X

The numerical solution of equality constrained quadratic programming problems
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by Nira Dyn and Warren E. Ferguson PDF

Math. Comp. 41 (1983), 165-170 Request permission

Abstract:

This paper proves that a large class of iterative schemes can be used to solve a certain constrained minimization problem. The constrained minimization problem considered involves the minimization of a quadratic functional subject to linear equality constraints. Among this class of convergent iterative schemes are generalizations of the relaxed Jacobi, Gauss-Seidel, and symmetric Gauss-Seidel schemes.

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