Electronic Issue "Scientific Research"

ISSN: 1312-7535
Title On the Solution of a Quadratic Programming Problem
Authors Stefan M. Stefanov

Abstract

In this paper, the problem of minimizing/maximizing the quadratic form hAx; xi provided that the variables x belong to the unit sphere of Rn is considered. A nonstandard approach, that uses the Cauchy-Schwarz inequality and induced matrix norms, for solving this problem is suggested.


References

[1] R. Horn, C. Johnson, Matrix Analysis, Cambridge University Press, Cambridge, 1985. [2] V.C.L. Hutson, J.S. Pym, Applications of Functional Analysis and Operator Theory, Academic Press, New York, 1980. [3] O.L. Mangasarian, Nonlinear Programming, 2nd ed., SIAM, Philadelphia,1994. [4] A. Ralston, P. Rabinowitz, A First Course in Numerical Analysis, 2nd ed., McGraw- Hill, New York, 1978. [5] S.M. Stefanov, Separable Programming: Theory and Methods, Kluwer Academic Pub- lishers, Dordrecht-Boston-London, 2001.


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