  This paper presents a canonical dual method for solving a quadratic discrete
value selection problem subjected to inequality constraints. The problem is
first transformed into a problem with quadratic objective and 0-1 integer
variables. The dual problem of the 0-1 programming problem is thus constructed
by using the canonical duality theory. Under appropriate conditions, this dual
problem is a maximization problem of a concave function over a convex
continuous space. Numerical simulation studies, including some large scale
problems, are carried out so as to demonstrate the effectiveness and efficiency
of the method proposed.
