Accession Number : ADA114574

Title :   The Numerical Solution of a Class of Constrained Minimization Problems.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Dyn,Nira ; Ferguson,Warren E , Jr

PDF Url : ADA114574

Report Date : Feb 1982

Pagination or Media Count : 16

Abstract : This paper proves that a large class of iterative schemes can be used to solve a certain constrained minimization problem. The constrained minimization problem considered involves the minimization of a quadratic functional subject to linear equality constraints. Among this class of convergent iterative schemes are generalizations of the relaxed Jacobi, Gauss-Seidel, and symmetric Gauss-Seidel schemes. (Author)

Descriptors :   *Numerical analysis, *Numerical methods and procedures, *Quadratic programming, Iterations, Convergence, Schematic diagrams, Symmetry, Linear algebraic equations

Subject Categories : Numerical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE