PRINCIPAL PIVOTING IN SYMMETRIC MATRICES WITH APPLICATION TO QUADRATIC PROGRAMMING.
MICHIGAN UNIV ANN ARBOR DEPT OF INDUSTRIAL ENGINEERING
Pagination or Media Count:
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
- Operations Research