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):
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
Subject Categories:
- Operations Research