UNBOUNDEDNESS OF A CONVEX QUADRATIC FUNCTION SUBJECT TO CONCAVE AND CONVEX QUADRATIC CONSTRAINTS

被引：11
|
作者：
CARON, RJ
OBUCHOWSKA, W
机构：
[1] Department of Mathematics and Statistics, University of Windsor, Windsor
来源：
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 1992年 / 63卷 / 01期
基金：
加拿大自然科学与工程研究理事会;
关键词：
QUADRATIC OBJECTIVE FUNCTION; CONVEX QUADRATIC CONSTRAINTS; CONCAVE QUADRATIC CONSTRAINTS; UNBOUNDEDNESS;
D O I：
10.1016/0377-2217(92)90059-I
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
We present conditions for the existence of upper and lower bounds on convex quadratic objective functions subject to concave and convex quadratic constraints. We also present techniques for determining whether or not the conditions are satisfied.
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页码：114 / 123
页数：10
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