This paper presents a new method for minimizing a positive definite quadratic function subject to linear inequality constraints. It is based on a continuous deformation of the quadratic, starting from ...
can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the discussion of the LCP subroutine in Chapter 17, "Language ...
"The Society for Industrial and Applied Mathematics is a leading international association for applied mathematics, and its publications could be the nucleus of an adequate collection in mathematics.
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