On the Minimization of a Quadratic Functional Subject to a Continuous Family of Linear Inequality Constraints.

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Abstract:

The problem of minimizing a positive definite quadratic functional subject to a continuous family of linear inequality constraints is studied. Upper and lower bounds are given for the value of the functional at the minimum. In certain cases, the given bounds coincide, and an explicit formula for the solution is given. Convergence rates for a sequence of computable approximate solutions obtained by discretizing the constraint set are established. Author

Author(s):
Wahba, Grace
Author Organization(s):
WISCONSIN UNIV MADISON DEPT OF STATISTICS
Descriptive Note:
Technical rept.,
Pagination:
0034

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
TR-282, AFOSR-TR-72-0493
Contract/Grant Number(s):
AF-AFOSR-1803-69
Project Number(s):
AF-9749
Monitor Series:
TR-72-0493
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*QUADRATIC PROGRAMMING, OPTIMIZATION), HILBERT SPACE, INEQUALITIES, SET THEORY, TRANSFORMATIONS(MATHEMATICS)
Field(s)/Group(s):
Operations Research
Keyword(s):
CONSTRAINTS
Report Date:
1971 Sep 01