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

DOI:
https://doi.org/10.1090/S0025-5718-1983-0701631-X

MathSciNet review:
701631

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Abstract | References | Similar Articles | Additional Information

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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Additional Information

DOI:
https://doi.org/10.1090/S0025-5718-1983-0701631-X

Keywords:
Constrained minimization,
quadratic programming,
iterative schemes,
indefinite systems of equations

Article copyright:
© Copyright 1983
American Mathematical Society