How to Solve a Quadratic Programming problem?

*To*: mathgroup at smc.vnet.net*Subject*: [mg4198] How to Solve a Quadratic Programming problem?*From*: daniele rizzi <drizzi at chiostro.univr.it>*Date*: Thu, 13 Jun 1996 23:10:18 -0400*Sender*: owner-wri-mathgroup at wolfram.com

Hello all, I'd like to solve a QP problem, in the following form: min translate(x)*H*x subject to translate(E)*x = E_f \sum_{i=1}^n x_i = 1 0 <= x_i <= 1 \forall i \in (1, n) where : x is a n-term solution vector; E is a n-term constrain vector; E_f is a parameter of the problem; H is a n x n-term Symmetric Positive (semi)Definite Matrix. Mathematica is quite good at solving linear constrained (LP) problems (via Simplex-based routines) and general unconstrained instances, but what about quadratic objective function? Is there some "ready-made" routine or have I to write down my own code to tackle with that? Thanks for you support. daniele rizzi (drizzi at chiostro.univr.it) ==== [MESSAGE SEPARATOR] ====