101 research outputs found

    Superposition in branching allocation problems

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    Erratum

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    Correction to the article Beightler, C. S., D. J. Wilde. 1966. Diagonalization of quadratic forms by Gauss elimination. Management Sci. 12(5, January) 371-379.

    Foundations of optimization

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    Includes bibliographies

    DESIGN OF AN OPTIMAL BRANCHED ALLOCATION SYSTEM

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    Diagonalization of Quadratic Forms by Gauss Elimination

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    The La Grange linear similarity transformation (completing the square) can be used to remove all cross-product terms from a quadratic form. It is shown that the La Grange transformation may be found conveniently by adapting the well-known Gauss elimination procedure for solving linear equations. A simple algorithm for finding the inverse transformation is given. This diagonalization scheme takes much less effort than finding the characteristic roots and vectors. It produces important simplifications in quadratic programming, statistics, and optimization problems.
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