Solution

ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2007/b/6/iii/solution

Stationarity of the equality-constrained quadratic subproblem gives . Together with feasibility, this is
Multiplying the bottom block row by gives a symmetric indefinite saddle-point matrix, with right side .
One solution strategy uses the Schur complement. From obtain
This is an positive-definite system when has full row rank; factor and solve with it rather than forming its inverse.
A second strategy uses a nullspace basis for . Choose one particular with , write , and solve the reduced system
The reduced Hessian is positive definite. These range-space and nullspace reductions exploit different relative sizes of and .

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