Penalty parameter for linearly constrained 0–1 quadratic programming

Penalty parameter for linearly constrained 0–1 quadratic programming

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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:
Abstract:

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.

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