A Compact Algorithm for Computing the Stationary Point of a Quadratic Function Subject to Linear Constraints.

Abstract

An algorithm is presented for computing the stationary point of a quadratic function of n variables subject to a set of m(m < or = n) linear equality constraints. The procedure is compact in the sense that it requires no two-dimensional arrays of computer storage beyond that needed to store the problem data. The use of a Householder orthogonal decomposition by the method should not degrade the numerical conditioning of the original problem. The method is applicable to problems with singular Hessian matrices, and can be adapted for use in a general quadratic programming algorithm. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 08, 1978
Accession Number
ADA058455

Entities

People

  • J. T. Betts

Organizations

  • The Aerospace Corporation

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Computer Programming
  • Computers
  • Corporations
  • Decomposition
  • Engineering
  • Lagrangian Functions
  • Nonlinear Programming
  • Optimization
  • Procedures (Computers)
  • Quadratic Programming
  • Security
  • Simplex Method
  • Stationary
  • Two Dimensional

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Electrical Engineering
  • Linear Algebra