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Construction of Selection Indexes with Restrictions

✍ Scribed by Dr. rer. nat. N. Mielenz

Publisher
John Wiley and Sons
Year
1984
Tongue
English
Weight
455 KB
Volume
26
Category
Article
ISSN
0323-3847

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✦ Synopsis

I n this pa.per the problem of uniehge selection with inequality constraint9 is formulated. If the predictor and criterion variables are all normally dietributed, this problem can be written a8 a convex programming problem, with a linear objective function and with linetlr constraint8 and a quedratio constraint. Ueing the duality theory, for convex nonlinear programming it ie proved. that its dual problem can be tranaformed into a convex minimization problem with non-negativity conditions. Good computational methods are known for solving thie problem. By the help of the dual problem sufficient conditions for a aolution of the original primal problem are derived and illustrated by an example of practical interest.

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