Quadratic Optimisation with One Quadratic Equality Constraint
DEFENCE SCIENCE AND TECHNOLOGY ORGANISATION EDINBURGH (AUSTRALIA) ELECTRONIC WARFARE AND RADAR DIVISION
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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.
- Numerical Mathematics
- Operations Research