THE SOLUTION OF A QUADRATIC PROGRAMMING PROBLEM USING SYSTEMATIC OVERRELAXATION.
WISCONSIN UNIV MADISON DEPT OF COMPUTER SCIENCES
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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.
- Operations Research