A Class of Algorithms for Quadratic Minimization

02/17/2023

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by   Marc Stromberg, et al.

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Certain problems in quadratic minimization can be reduced to finding the point x of a polyhedron P that minimizes the distance x-p for some p∉ P. This amounts to a search for the appropriate face F of P for which the minimizing point is the projection of p onto F. We present a class of algorithms for finding the face F and the corresponding minimizing point x∈ P, then a number of examples using those methods.