Accession Number : AD0737533

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

Descriptive Note : Technical rept.,

Corporate Author : WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s) : Wahba,Grace

Report Date : SEP 1971

Pagination or Media Count : 34

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)

Descriptors :   (*QUADRATIC PROGRAMMING, OPTIMIZATION), HILBERT SPACE, INEQUALITIES, SET THEORY, TRANSFORMATIONS(MATHEMATICS)

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE