
Accession Number : AD0665318
Title : DUALITY IN DISCRETE PROGRAMMING: II. THE QUADRATIC CASE.
Descriptive Note : Research rept.,
Corporate Author : CARNEGIEMELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP
Personal Author(s) : Balas,Egon
Report Date : DEC 1967
Pagination or Media Count : 14
Abstract : The paper extends the results of 'Duality in Discrete Programming' (1) to the case of quadratic objective functions. The paper is, however, selfcontained. A pair of symmetric dual quadratic programs is generalized by constraining some of the variables to belong to arbitrary sets of real numbers. Quadratic allinteger and mixedinteger 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)
Descriptors : (*QUADRATIC PROGRAMMING, *OPERATIONS RESEARCH), MINIMAX TECHNIQUE, REAL NUMBERS, MATHEMATICAL PROGRAMMING, THEOREMS, INEQUALITIES
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE