Penalty Parameter for Linearly Constrained 0–1 Quadratic Programming

W. X. Zhu
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W. X. Zhu: Fuzhou University

Journal of Optimization Theory and Applications, 2003, vol. 116, issue 1, No 12, 229-239

Abstract: 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.

Keywords: 0–1 quadratic programming; continuous concave quadratic programming; global minimal value; penalty parameter (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (9)

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DOI: 10.1023/A:1022174505886

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