Book/Report

FZJ-2017-08668

http://join2-wiki.gsi.de/foswiki/pub/Main/Artwork/join2_logo100x88.png Quadratic programming by successive overrelaxation

Eckhardt, U. (Corresponding author)FZJ*

1974
Kernforschungsanlage Jülich GmbH, Zentralbiliothek, Verlag Jülich

Please use a persistent id in citations: http://hdl.handle.net/2128/16316

Report No.: Juel-1064-MA

Abstract: The idea of solving the definite linear complementarity problem by successive overrelaxation was originally proposed by Cryer. Hildreth and d'Esopo presented a Gauss-Seidel-like iterative method to solve a quadratic programming prob lern. In this paper a detailed discussion of Cryer's method applied to quadratic programming problems is given. The convergence behaviour is treated without assumptions on solvability of the problem. Numerical examples indicate the efficiency of the method.

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Contributing Institute(s):

1. Publikationen vor 2000 (PRE-2000 ; Retrocat)

Research Program(s):

1. 899 - ohne Topic (POF3-899) (POF3-899)

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Database coverage:

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