A Convergence Proof for Constrained Finite Element Solutions

A convergence proof is given for the finite-element solutionof the infinite dimensional quadratic programming problem ofminimizing a quadratic functional subject to linear constraints.The proof for the unconstrained problem is briefly reviewed,and then extended to the constrained case. Only the first partof the proof is given, in which necessary conditions for convergenceare derived for the specific problem and its finite-elementapproximation. The final step of proving that any problem doesobey these conditions will depend on the specific problem, butit is shown that if the finite element formulation is pointwiseconvergent and the unconstrained problem is convergent, thenso too will be the constrained problem.