Re: constrained quadratic optimization

jgrimmond@xxxxxxxxx wrote:

Libraries like Netlib,
Nag, IMSL, ... should contain such routines. I know that Nag
does: the routine is E04UNF. See

http://www.nag.co.uk/numeric/FL/manual/xhtml/E04/e04unf.xml

Thank you for your prompt answer. The routine you mentioned seems to solve
the problem, but I'm rather interested in a (understandable) description of
the algorithms involved. Maybe I was somewhat unclear in this...

Any book on constrained optimiser would do.

Hm, I already tried some, but I found that many try to cover a broad range
of problems and don't go into the details. Alternatively, the details are
presented only in formulars, theorems and proofs. No explanations, no
examples... Any recommendations?

Eugen
.

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