Numerical solution of box constrained separable convex quadratic programming problems

Abstract

In this paper, minimization problems with a separable convex quadratic objective function subject to a linear equality constraint/linear equality constraints, and bounds on the variables (box constraints) are considered. A necessary and sufficient condition for a feasible solution to be an optimal solution to each of these problems has been established. A convergent polynomial algorithm for solving the problem with a linear equality constraint and bounded variables is proposed, and some numerical results, obtained by this algorithm, are presented.