On the Minimization of a Quadratic Functional Subject to a Continuous Family of Linear Inequality Constraints.
Abstract
The problem of minimizing a positive definite quadratic functional subject to a continuous family of linear inequality constraints is studied. Upper and lower bounds are given for the value of the functional at the minimum. In certain cases, the given bounds coincide, and an explicit formula for the solution is given. Convergence rates for a sequence of (computable) approximate solutions obtained by discretizing the constraint set are established. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1971
- Accession Number
- AD0737533
Entities
People
- Grace Wahba
Organizations
- University of Wisconsin–Madison