Summary
This paper concerns with the problem of indefinite cubic programming in which the objective function is the product of two factors, one of which is quadratic and contains the terms with standard errors, the other being a linear factor and the constraints being linear. It has been shown that the solution of such a programming problem can be obtained by solving a convex programming problem. The problem has been extended to the case where both the factors in the objective function are quadratic factors containing terms with standard errors. Some already known results have also been deduced as particular cases of the problem discussed.
Zusammenfassung
Die Arbeit behandelt ein indefinites kubisches Programmierungsproblem unter linearen Nebenbedingungen. Hierbei ist die Zielfunktion das Produkt eines quadratischen und eines linearen Faktors. Es wird gezeigt, daß das Problem auf ein konvexes Programm zurückgeführt werden kann. Ferner wird der Fall betrachtet, daß beide Faktoren der Zielfunktion quadratische Ausdrücke mit Fehlertermen sind. Als Sonderfälle der betrachteten Probleme werden einige bekannte Resultate abgeleitet.
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Vorgel. v.:H. P. Künzi.
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Bector, C.R. Indefinite cubic programming with standard errors in objective function. Unternehmensforschung Operations Research 12, 113–120 (1968). https://doi.org/10.1007/BF01918319
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DOI: https://doi.org/10.1007/BF01918319