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The numerical solution of equality constrained quadratic programming problems

Authors: Nira Dyn and Warren E. Ferguson
Journal: Math. Comp. 41 (1983), 165-170
MSC: Primary 90C20
MathSciNet review: 701631
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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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Keywords: Constrained minimization, quadratic programming, iterative schemes, indefinite systems of equations
Article copyright: © Copyright 1983 American Mathematical Society