© 1964 by British Computer Society
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Stationary points of quadratic functions under linear constraints
Institute for Computer Research, The University of Chicago, Chicago, Illinois, USA
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.
* Institute for Computer Research, The University of Chicago, Chicago 37, Illinois, U.S.A.