摘要
研究了一类带有二次目标函数及二次等式约束的优化问题.假定约束是可行、规范的,对于目标函数为正定或半正定的情形,得到了全局最优解的充要条件.
A class of constrained optimization problem with quadratic objective function and equality constraints is studied. It is assumed that the constraints are feasible and regular. Under the cases that the objective function is positive defnite or positive semidefinite, the necessary and sufficient conditions to characterize global optimal solution are obtained.
出处
《南京大学学报(数学半年刊)》
CAS
2006年第1期98-105,共8页
Journal of Nanjing University(Mathematical Biquarterly)
基金
Supported by the National Natural Science Foundation of China (70301014, 70571034).
关键词
二次规划
等式约束
正定
半正定
全局最优解
quadratic programming, equality constraints, positive definite, positive semidefinite, global optimal solution