
Accession Number : AD0701682
Title : THE SOLUTION OF A QUADRATIC PROGRAMMING PROBLEM USING SYSTEMATIC OVERRELAXATION.
Descriptive Note : Technical rept.,
Corporate Author : WISCONSIN UNIV MADISON DEPT OF COMPUTER SCIENCES
Personal Author(s) : Cryer,Colin W.
Report Date : OCT 1969
Pagination or Media Count : 23
Abstract : Let A be a real symmetric positive definite n x n matrix and b a real column nvector. The paper considers the following problem: Find real column nvectors x and y such that A x = b, (x sup T)y = 0, x > or = 0, y > or = 0. Problems of this type occur when the method of Christopherson is used to solve free boundary problems for journal bearings. In such cases, A is a 'finitedifference' matrix. The paper presents a method for solving the above problem which is a modification of systematic overrelaxation. This method is particularly suitable when A is a finitedifference matrix.
Descriptors : (*QUADRATIC PROGRAMMING, ALGORITHMS), NONLINEAR PROGRAMMING, MATRICES(MATHEMATICS), CONVERGENCE
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE