Abstract
By using the canonical dual transformation developed recently, we derive a pair of canonical dual problems for 0-1 quadratic programming problems in both minimization and maximization form. Regardless convexity, when the canonical duals are solvable, no duality gap exists between the primal and corresponding dual problems. Both global and local optimality conditions are given. An algorithm is presented for finding global minimizers, even when the primal objective function is not convex. Examples are included to illustrate this new approach.
| Original language | English |
|---|---|
| Pages (from-to) | 125-142 |
| Number of pages | 18 |
| Journal | Journal of Industrial and Management Optimization |
| Volume | 4 |
| Issue number | 1 |
| Publication status | Published - 2008 Nov 28 |
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All Science Journal Classification (ASJC) codes
- Business and International Management
- Strategy and Management
- Control and Optimization
- Applied Mathematics
Cite this
Fang, S. C., Gao, D. Y., Sheu, R. L., & Wu, S. Y. (2008). Canonical dual approach to solving 0-1 quadratic programming problems. Journal of Industrial and Management Optimization, 4(1), 125-142.