On the minimum-norm solution of convex quadratic programming
Keyword(s):
We discuss some basic concepts and present a numerical procedure for finding the minimum-norm solution of convex quadratic programs (QPs) subject to linear equality and inequality constraints. Our approach is based on a theorem of alternatives and on a convenient characterization of the solution set of convex QPs. We show that this problem can be reduced to a simple constrained minimization problem with a once-differentiable convex objective function. We use finite termination of an appropriate Newton's method to solve this problem. Numerical results show that the proposed method is efficient.
2007 ◽
Vol 184
(2)
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pp. 769-782
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2003 ◽
Vol 161
(1)
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pp. 1-25
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1987 ◽
Vol 24
(4)
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pp. 396-403
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2002 ◽
Vol 298
(4)
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pp. 271-278
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1983 ◽
Vol 9
(3)
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pp. 391-416
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2010 ◽
Vol 37
(1-2)
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pp. 69-84