Message-ID: <4571C39A.2030906@pdf.com>
Date: 2006-12-02T18:19:06Z
From: Spencer Graves
Subject: Quadratic Optimization
In-Reply-To: <Pine.LNX.4.64.0612021303270.8562@gannet.stats.ox.ac.uk>
Hi, Prof. Ripley:
<snip>
>
> But that is a single equality quadratic constraint, and I believe
> 'quadratic constraints' (note, plural) conventionally means multiple
> inequality constraints. That meaning is a hard problem that needs
> specialized software (most likely using interior-point methods).
>
>> SpG> Maximize a'x subject to x'Ax=c.
>
> Not I believe the usual meaning (nor what Googling 'quadratic
> constraints' came up with for me).
>
Thanks for the clarification. Spencer Graves