Accession Number:

ADA058455

Title:

A Compact Algorithm for Computing the Stationary Point of a Quadratic Function Subject to Linear Constraints.

Descriptive Note:

Final rept.,

Corporate Author:

AEROSPACE CORP EL SEGUNDO CALIF

Personal Author(s):

Report Date:

1978-07-08

Pagination or Media Count:

21.0

Abstract:

An algorithm is presented for computing the stationary point of a quadratic function of n variables subject to a set of mm or n linear equality constraints. The procedure is compact in the sense that it requires no two-dimensional arrays of computer storage beyond that needed to store the problem data. The use of a Householder orthogonal decomposition by the method should not degrade the numerical conditioning of the original problem. The method is applicable to problems with singular Hessian matrices, and can be adapted for use in a general quadratic programming algorithm. Author

Subject Categories:

  • Theoretical Mathematics
  • Computer Programming and Software
  • Computer Hardware

Distribution Statement:

APPROVED FOR PUBLIC RELEASE