Note on a Differential-Geometrical Construction of Optimal Directions in Linearly-Constrained Systems.

link: http://arxiv.org/abs/1009.1151
Abstract

This note presents an analytic construction of the optimal unit-norm
direction hat(x) = x/|x| that maximizes or minimizes the objective linear
expression, B . hat{x}, subject to a system of linear constraints of the form
[A] . x = 0, where x is an unknown n-dimensional real vector to be determined
up to an overall normalization constant, 0 is an m-dimensional null vector, and
the n-dimensional real vector B and the m\times n-dimensional real matrix [A]
(with m < n and n >= 2) are given. The analytic solution to this problem can be
expressed in terms of a combination of double wedge and Hodge-star products of
differential forms.