Construction of Selection Indexes with Restrictions
作者:
N. Mielenz,
期刊:
Biometrical Journal
(WILEY Available online 1984)
卷期:
Volume 26,
issue 1
页码: 1-12
ISSN:0323-3847
年代: 1984
DOI:10.1002/bimj.4710260102
出版商: WILEY‐VCH Verlag
关键词: Selection index;inequality constraints;convex optimization problem;duality theory
数据来源: WILEY
摘要:
AbstractIn this paper the problem of unistage selection with inequality constraints is formulated. If the predictor and criterion variables are all normally distributed, this problem can be written as a convex programming problem, with a linear objective function and with linear constraints and a quadratic constraint. Using the duality theory, for convex nonlinear programming it is proved, that its dual problem can be transformed into a convex minimization problem with non‐negativity conditions. Good computational methods are known for solving this problem. By the help of the dual problem sufficient conditions for a solution of the original primal problem are derived and illustrated by an example of practical interes
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