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:

1969-10-01

Pagination or Media Count:

23.0

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 Ty 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