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