A duality theorem for complex quadratic programming |
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Authors: | Robert A. Abrams Adi Ben-Israel |
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Affiliation: | (1) University of Illinois, Urbana, Illinois;(2) Northwestern University, Evanston, Illinois |
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Abstract: | A duality theory for complex quadratic programming over polyhedral cones is developed, following Dorn, by using linear duality theory.This research was partly supported by the National Science Foundation, Project No. GP-7550, and by the US Army Research Office, Durham, North Carolina, Contract No. DA-31-124-ARO-D-322. The authors are indebted to the referee for his helpful suggestions. |
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