[Quantlib-dev] quadratic stuff

[Mark j. <mar...@gm...>]

OK I'm not a big expert on terminology.

I have x \in R^n, I have three polynomials p q r ,
p(x) = ||x||^2
q(x) = C \sum \limits_{j=1}^{n-1} x_{j}^{2} plus lower order terms

r(x) = \sum (x_j - y_j)^2  for a vector y

i want to minimize r(x) on the set p(x) = a, q(x) =b.

I reckon this shouldn't be too hard, but would rather not work out how
to do it from scratch if there's some well-known technique.

Mark