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Rank restrictions on the quadratic form in indefinite quadratic programming

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Summary

A quadratic programming problem, whereq(x) =a T x +x T Qx is an indefinite objective function, can be solved withSwarup's approach of optimizing (c T x + α)(d T x + β) only if the rank ofQ is two; ifQ is definite, the rank ofQ must be one.

Zusammenfassung

Ein quadratisches Optimierungsproblem, in demq(x) =a T x +x T Qx eine indefinite Zielfunktion ist, kann mitSwarups Optimierungsansatz (c T x + α)(d T x + β) nur gelöst werden, wenn der Rang vonQ gleich zwei ist; wennQ definit ist, muß der Rang vonQ gleich eins sein.

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Authors and Affiliations

  1. Graduate School of Business Administration, Tulane University, New Orleans

    H. Amato

  2. International Institute of Management, Wissenschaftszentrum, Berlin

    G. Mensch

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  1. H. Amato
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  2. G. Mensch
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Amato, H., Mensch, G. Rank restrictions on the quadratic form in indefinite quadratic programming. Unternehmensforschung Operations Research 15, 214–216 (1971). https://doi.org/10.1007/BF01939829

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  • DOI: https://doi.org/10.1007/BF01939829

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