A numerically stable least squares solution to the quadratic programming problem

The strictly convex quadratic programming problem is transformed to the least distance problem — finding the solution of minimum norm to the system of linear inequalities. This problem is equivalent to the linear least squares problem on the positive orthant. It is solved using orthogonal transforma...

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Bibliographic Details
Published in:	Central European journal of mathematics Vol. 6; no. 1; pp. 171 - 178
Main Author:	Übi, E.
Format:	Journal Article
Language:	English
Published:	Heidelberg SP Versita 01.03.2008 Versita De Gruyter Brill Sp. z o.o., Paradigm Publishing Services
Subjects:	65K05 90C05 Algebra Algorithms Geometry Householder transformation Ill-conditioned problems (mathematics) Least squares method Lie Groups Linear functions Mathematics Mathematics and Statistics method of least squares Number Theory Probability Theory and Stochastic Processes Quadratic programming Research Article Simplex method successive projection system of linear inequalities Topological Groups system of linear inequalities method of least squares 65K05 Householder transformation 90C05 Quadratic programming successive projection
ISSN:	1895-1074, 2391-5455, 1644-3616, 2391-5455
Online Access:	Get full text
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