
372 W. Ma and J. P. Kruth
To find the best subspace containing positive weights and a set of feasible solutions in
this subspace, let q be an index such that dq > dq+l = ... = dp. Furthermore, let l = n - q
and w = pn. We try to move w into ]Et f3 JR. n+. If it is successful, following the minimax
theorem [5], ]E ! is then the best subspace containing positive weights and w is a feasible
solution in this subspace. Otherwise, I is incremented to include a new group of eigen~,ectors
corresponding to the next larger eigenvalues, i.e. to include a new eigen subspace, and the