Sparsity-Preserving SOR Algorithms for Separable Quadratic and Linear Programming.

Abstract

The main purpose of this work is to give explicit sparsity-preserving SOR(Successive Overrelaxation) algorithms for the solution of separable quadratic and linear programming problems. The principal and computationally distinguishing feature of the present SOR algorithms is that they preserve the sparsity structure of the problem and do not require the computation of the product of the constraint matrix by its transpose as is the case in earlier SOR algorithms for linear and quadratic programming. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1981
Accession Number
ADA103865

Entities

People

  • Olvi L. Mangasarian

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Classification
  • Computations
  • Computer Programming
  • Contracts
  • Equations
  • Evolutionary Algorithms
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Operations Research
  • Optimization
  • Quadratic Programming
  • Sequences
  • Simplex Method
  • United States

Fields of Study

  • Mathematics

Readers

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