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锥规划解的一种判别方法 被引量:1

Conditions for the solution of a conic programming
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摘要 将线性规划的基本可行解等概念引入到锥规划中,讨论了锥规划的解、基本可行解及可行域顶点的关系,最终利用对偶锥的概念得到了锥规划解判别方法.从所得结论可见,利用对偶锥、锥规划和线性规划解的判别方法具有相同的表示形式,且所得锥规划解的判别方法简单便于使用,这为进一步研究锥规划的求解和讨论有关性质提供了便利. The basic feasible solution is introduced to the conic programming, the relations of the optimal solution, the basic feasible solution and the extreme point of the feasible region are discussed, and finally the conditions for the solution of a conic programming are gotten. With a dual cone, formats of the conditions are same as a linear programming. They are simple for using, and offer convenience for studying the method solving the conic programming.
作者 安中华 安琼
出处 《湖北大学学报(自然科学版)》 CAS 北大核心 2007年第3期224-227,共4页 Journal of Hubei University:Natural Science
基金 国家重点基础研究发展规划(2002CB410805)资助项目
关键词 基本可行解 锥规划 对偶锥 basic feasible solution conic programming dual cone optimal solution the the
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参考文献6

  • 1Halldorsson B, Tuutuncu R H. An interior-point method for a class of saddle point problems [J]. Journal of Optimization Theory and Applications, 2003,116(3) : 559 - 590.
  • 2Lobo M S, Vandenberghe L, Boyd S, et al. Applications of second-order cone programming [J]. Linear Alg Appl, 1998,284:193- 228.
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  • 4林惠玲,张圣贵.锥规划的最优解唯一的几何特性[J].闽江学院学报,2005,26(5):5-9. 被引量:11
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  • 6Robert M Freund, Jorge R Vera. Some characterizations and properties of the “distance to ill-posedness” and the condition measure of a conic linear system [J]. Math Program, 1999,86:225 -260.

二级参考文献6

  • 1V. Jeyakumar,G. M. Lee,N. Dinh. Lagrange Multiplier Conditions Characterizing the Optimal Solution Sets of Cone-Constrained Convex Programs[J] 2004,Journal of Optimization Theory and Applications(1):83~103
  • 2E. A. Yildirim. Unifying Optimal Partition Approach to Sensitivity Analysis in Conic Optimization[J] 2004,Journal of Optimization Theory and Applications(2):405~423
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共引文献12

同被引文献8

  • 1迟晓妮,刘三阳.二次锥规划的光滑牛顿法[J].应用数学,2005,18(S1):23-27. 被引量:13
  • 2林惠玲,张圣贵.锥规划的最优解唯一的几何特性[J].闽江学院学报,2005,26(5):5-9. 被引量:11
  • 3安中华,安琼.Farkas引理在线性锥系统的推广[J].华中师范大学学报(自然科学版),2007,41(2):167-169. 被引量:9
  • 4Halldorsson B, Tutuncu R H. An interior point method for a class of saddle point problems[J]. Journal of Optimization Theory and Applications, 2003,116(3) : 559-590.
  • 5Lobo M S, Vandenberghe L, Boyd S, et al. Applications of second order cone programming[J]. Linear Alg Appl, 1998,284:193-228.
  • 6Tutuncu R H. Optimization in finance[M]. Pittsburgh, USA: Carnegie Mellon University, 2003:4-105.
  • 7Robert M Freund, Jorge R vera. Some characterizations and properties of the "distance to ill-posedness" and the condition measure of a conic linear system[J]. Math Program, 1999,86:225-260.
  • 8安中华.锥规划的对偶规划[J].武汉工程大学学报,2007,29(3):87-89. 被引量:4

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