Solving quadratically constrained least squares using black box solvers

DOI10.1007/BF02074882zbMath0763.65043OpenAlexW2057877490WikidataQ57397425 ScholiaQ57397425MaRDI QIDQ1198979

Julia A. Olkin, Donald W. Cooley, Tony F. Chan

Publication date: 16 January 1993

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02074882

zbMATH Keywords

algorithmsnumerical resultsLagrange multipliersecular equationsingular valuequadratic inequality constraintblack box solversleast squares minimization problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

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Cites Work

• Smoothing by spline functions. II
• A constrained eigenvalue problem
• Least squares with a quadratic constraint
• Algorithms for the regularization of ill-conditioned least squares problems
• On the Stationary Values of a Second-Degree Polynomial on the Unit Sphere