Article ID: | iaor20032545 |
Country: | Netherlands |
Volume: | 116 |
Issue: | 1 |
Start Page Number: | 229 |
End Page Number: | 239 |
Publication Date: | Jan 2003 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Zhu W.X. |
A linearly constrained 0–1 quadratic programming problem is proved to be equivalent to a continuous concave quadratic problem with an easily computed penalty parameter. Moreover, it is proved that the feasibility of the former problem can be checked by solving the latter.