Stationary points of quadratic functions under linear constraints
Open Access
- 1 January 1964
- journal article
- Published by Oxford University Press (OUP) in The Computer Journal
- Vol. 7 (3) , 238-242
- https://doi.org/10.1093/comjnl/7.3.238
Abstract
Necessary and sufficient conditions are given for the existence and uniqueness of minima or of other stationary points of a quadratic function of n real variables under m linear constraints. The amount of computation in numerical evaluation is examined, in terms of number of multiplications, and in relation to the size of the constraint matrix. The results indicate that use of a formulation of the problem in terms of language multipliers is not very satisfactory.Keywords
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