Convex Quadratic Minimization Subject to a Linear Constraint and Box Constraints
نویسنده
چکیده
where mj > 0, dj > 0, j ∈ J, x = (xj)j∈J, and J def = {1, . . . , n}. Denote this problem by (Q≤) in the first case (problem (1.1)–(1.3) with inequality “≤” constraint (1.2)), by (Q) in the second case (problem (1.1)–(1.3) with equality constraint (1.2)), and by (Q≥) in the third case (problem (1.1)–(1.3) with inequality “≥” constraint (1.2)). Denote by X≤, X, X≥ the feasible set (1.2)–(1.3) in the three cases, respectively. A constraint like (1.2) is known as the knapsack constraint.
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