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Hi, Everyone: I encountered the following mathematical programming problem: A set of variables P1, P2, ..., Pn is constrainted by a set of linear inequalities (as in linear programming), but instead of having a linear optimization function, I need to minimize the variance of those variables or minimize (P1-P2)^2 + (P2-P3)^2 + ... + (Pn-1 - Pn)^2, the summation of the square of pair-wise difference in sequence order. Do you know any textbook or well-known papers that cover this? Please let me know the citations if you know. I think that the problem is very general and there must be some previous work done in this. Thank you very much! --Min __________________________________________________ Do You Yahoo!? Talk to your friends online with Yahoo! Messenger. http://im.yahoo.com %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%