Quadratic Optimisation with One Quadratic Equality Constraint
Abstract
This report presents a theoretical framework for minimising a quadratic objective function subject to a quadratic equality constraint. The first part of the report gives a detailed algorithm which computes the global minimiser without calling special nonlinear optimisation solvers. The second part of the report shows how the developed theory can be applied to solve the time of arrival geolocation problem.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 2010
- Accession Number
- ADA528339
Entities
People
- Hatem Hmam
Organizations
- Defence Science and Technology Group