The solution of a quadratic programming problem using fast methods to solve systems of linear equations
- 1 February 1974
- journal article
- research article
- Published by Taylor & Francis in International Journal of Systems Science
- Vol. 5 (2) , 131-136
- https://doi.org/10.1080/00207727408920083
Abstract
Let A be a real symmetric positive definite n × n matrix and b a real column n-veetor. The problem of finding n-vectors x and y such that Ax = b + y, xTy = 0, x ≥ 0 and y ≥ 0, occurs when the method of Christopherson is used to solve free boundary problems for journal bearings. In this case A is a ‘ finite difference ’ matrix. We present a direct method for solving the above problem by solving a number of linear systems Akx = bk. Each system can be solved using one of the recently developed fast direct or iterative procedures. We consider the solution by factorization techniques.Keywords
This publication has 2 references indexed in Scilit:
- The Solution of a Quadratic Programming Problem Using Systematic OverrelaxationSIAM Journal on Control, 1971
- The Direct Solution of the Discrete Poisson Equation on a RectangleSIAM Review, 1970