Generalized Inverse Dual for Quadratically Constrained Quadratic Programs.

Cover Generalized Inverse Dual for Quadratically Constrained Quadratic Programs.
Generalized Inverse Dual for Quadratically Constrained Quadratic Programs.
Randolph, William David, 1941-
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That Is, If the optimal objective function value for {LP.l} Is nonnegatlve then (4.6.1), (4.6.2) has a solution which Is In F.
63 Obviously, not all problems will fall into the preceding categories and even if they did the recognition of a particular category is not especially straightforward. The introduction of the following technique is intended to offer one approach to alleviating the difficulty by using an extension of the 'Big M' method, see Charnes [l2]. of linear pro- gramming which was
... also designed for determining initial feasible solutions.
Taking {P.l}, add the nrfl^*^ constraint *ji^, (s) = J x*^ I X - M

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