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 n-vector. The paper considers the following problem: Find real column n-vectors 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 'finite-difference' 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 finite-difference matrix.

Descriptors :   (*QUADRATIC PROGRAMMING, ALGORITHMS), NONLINEAR PROGRAMMING, MATRICES(MATHEMATICS), CONVERGENCE

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE