QUADRATIC OPTIMIZATION UNDER SEMI-FIBONACCI CONSTRAINT (II)

Abstract

It is shown that the Fibonacci sequence is optimal for two quadratic programming problems (maximization and minimization) under semi-Fibonacci constraints. The two conditional (primal) problems have their unconditional (dual) problems. The optimal solution is characterized by the Fibonacci number. Both pairs of primal and dual problems are mutually derived through three methods — dynamic, plus-minus and inequality —.