The numerical solution of equality constrained quadratic programming problems
- 1 January 1983
- journal article
- Published by American Mathematical Society (AMS) in Mathematics of Computation
- Vol. 41 (163) , 165-170
- https://doi.org/10.1090/s0025-5718-1983-0701631-x
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.Keywords
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