• Corpus ID: 29171556

Global Optimal Solution to Discrete Value Selection Problem with Inequality Constraints

@article{Ruan2012GlobalOS,
  title={Global Optimal Solution to Discrete Value Selection Problem with Inequality Constraints},
  author={Ning Ruan and David Yang Gao},
  journal={ArXiv},
  year={2012},
  volume={abs/1205.0856}
}
This paper presents a canonical dual method for solving a quadratic discrete value selection problem subjected to inequality constraints. The problem is first transformed into a problem with quadratic objective and 0-1 integer variables. The dual problem of the 0-1 programming problem is thus constructed by using the canonical duality theory. Under appropriate conditions, this dual problem is a maximization problem of a concave function over a convex continuous space. Numerical simulation… 

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