THE SOLUTION OF A QUADRATIC PROGRAMMING PROBLEM USING SYSTEMATIC OVERRELAXATION.
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 T)y = 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.
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1969
- Accession Number
- AD0701682
Entities
People
- Colin Walker Cryer
Organizations
- University of Wisconsin–Madison