Accession Number:

ADA243249

Title:

Practical Error Bounds for a Class of Quadratic Programming Problems

Descriptive Note:

Technical rept.,

Corporate Author:

TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES

Personal Author(s):

• Charnes, A.
• Semple, J.

Report Date:

1991-03-01

Pagination or Media Count:

17.0

Abstract:

Error bounds are developed for a class of quadratic programming problems. The absolute error between an approximate feasible solution, generated via a dual formulation, and the true optimal solution is measured. Furthermore, these error bounds involve considerably less work computationally than existing estimates.

Descriptors:

• *OPTIMIZATION
• ERRORS
• SOLUTIONS(GENERAL)
• FORMULATIONS
• QUADRATIC PROGRAMMING

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE