Accession Number : AD0678623

Title :   PRINCIPAL PIVOTING IN SYMMETRIC MATRICES WITH APPLICATION TO QUADRATIC PROGRAMMING.

Descriptive Note : Technical rept.,

Corporate Author : MICHIGAN UNIV ANN ARBOR DEPT OF INDUSTRIAL ENGINEERING

Personal Author(s) : Keller,Edward L.

Report Date : 1968

Pagination or Media Count : 27

Abstract : The paper discusses the following problem: Find vectors w and z such that (1) w sub T = q + Mz; (2) wz = 0; (3) w, z = or > 0 where M is an nxn matrix and q is an n-vector. Such problems have received extensive treatment in the case where M is positive semi-definite. We shall show here that certain simplifications are possible if, in addition, we assume that M can be obtained from a symmetric matrix by principal pivots. (Author)

Descriptors :   (*QUADRATIC PROGRAMMING, *MATRICES(MATHEMATICS)), OPTIMIZATION, INEQUALITIES, ALGORITHMS

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE