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Text File  |  1992-09-01  |  817 b   |  25 lines
  1. Newsgroups: sci.math.num-analysis
  2. Path: sparky!uunet!munnari.oz.au!metro!mama!news
  3. From: enzo@research.canon.oz.au (Enzo Liguori)
  4. Subject: REQUEST: constrained optimization of positive definite quadratic form
  5. Message-ID: <BtvrIE.IB8@research.canon.oz.au>
  6. Sender: news@research.canon.oz.au
  7. Organization: Canon Information Systems Research Australia
  8. Date: Tue, 1 Sep 1992 03:39:49 GMT
  9. Lines: 14
  10.  
  11. I'd like suggestions on how to minimize a positive definite quadratic form with
  12. the variable constrained to be within an interval like:
  13. A<=Xi<=B
  14. with A,B constants and Xi any variable of the quadratic form.
  15. If there's a faster algorithm that works with simpler constraints like:
  16. Xi<=0
  17. Xj>=0
  18. Xk unconstrained
  19. that'll probably do.
  20. Thanks in advance.
  21.  
  22.         Enzo
  23.  
  24. Enzo Liguori - Canon Information Systems Research Australia
  25.