Minimization of the root of a quadratic functional under an affine equality constraint

✍ Scribed by Zinoviy Landsman

• Publisher: Elsevier Science
• Year: 2008
• Tongue: English
• Weight: 188 KB
• Volume: 216
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/j.cam.2007.05.010

✦ Synopsis

We present a way of solving the problem of minimizing the root of quadratic functional subject to an affine constraint. We give an explicit formula for computing the solutions of such a problem. This is of interest for solving significant problems of financial economics as well as some classes of feasibility and optimization problems which frequently occur in tomography and other fields.