PRINCIPAL PIVOTING IN SYMMETRIC MATRICES WITH APPLICATION TO QUADRATIC PROGRAMMING.

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)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1968
Accession Number
AD0678623

Entities

People

  • Edward L. Keller

Organizations

  • University of Michigan

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computer Programming
  • Computing-Related Activities
  • Interdisciplinary Science
  • Mathematical Programming
  • Mathematics
  • Operations Research
  • Quadratic Programming

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Operations Research