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:

1968-01-01

Pagination or Media Count:

27.0

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