Xing, Wenxun; Fang, Shu-Cherng; Sheu, Ruey-Lin; Wang, Ziteng - In: European Journal of Operational Research 218 (2012) 1, pp. 21-27
This paper provides a canonical dual approach for minimizing a general quadratic function over a set of linear constraints. We first perturb the feasible domain by a quadratic constraint, and then solve a “restricted” canonical dual program of the perturbed problem at each iteration to...