Constrained optimization using psudoinverse references? $(y-y_0)'*B*(y-y_0)=G , Ay=B$

Question

In the problem I have, there is a function that I'd like to minimize:

$$(y-y_0)'*C*(y-y_0)=G\text{ subject to }Ay=B$$

I know there is a straightforward analytical solution to this using the psudoinverse. When I look up references I may look at I get a lot of stuff on gradient descent and numerical solutions to constrained optimization. My question is what are some good references(books, YouTube videos, websites) that explain the ideas surrounding how to solve this problem using the psudoinverse?

Answer 1

The problem you are describing is known as a quadratic program - see, e.g., the Wikipedia page (in particular, the section on equality constraints) or any convex optimization textbook (Boyd and Vandenberghe's book is widely considered to be the bible on the subject).