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.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 2010
Accession Number
ADA528339

Entities

People

  • Hatem Hmam

Organizations

  • Defence Science and Technology Group

Tags

Communities of Interest

  • Electronic Warfare
  • Space
  • Weapons Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Computer Simulations
  • Eigenvalues
  • Electrical Engineering
  • Electronic Warfare
  • Engineering
  • Equations
  • Evolutionary Algorithms
  • Geolocation
  • Inequalities
  • Mathematical Analysis
  • Measurement
  • Optimization
  • Signal Processing
  • Theorems
  • Warfare

Readers

  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.
  • Systems Analysis and Design