The Numerical Solution of a Class of Constrained Minimization Problems.
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. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1982
- Accession Number
- ADA114574
Entities
People
- Nira Dyn
- Warren E. Ferguson Jr
Organizations
- University of Wisconsin–Madison