DUALITY IN DISCRETE PROGRAMMING: II. THE QUADRATIC CASE.
Abstract
The paper extends the results of 'Duality in Discrete Programming' (1) to the case of quadratic objective functions. The paper is, however, self-contained. A pair of symmetric dual quadratic programs is generalized by constraining some of the variables to belong to arbitrary sets of real numbers. Quadratic all-integer and mixed-integer programs are special cases of these problems. The resulting primal problem is shown, subject to a qualification, to have an optimal solution if and only if the dual has one, and in this case the values of their respective objective functions are equal. Most of the other results of (1) are also shown to carry over to the quadratic case. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1967
- Accession Number
- AD0665318
Entities
People
- Egon Balas
Organizations
- Carnegie Mellon University