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锥规划的对偶规划 被引量:4

Dual programming of the onic programming
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摘要 利用对偶锥的概念,将线性规划的对偶规划等概念引入到锥规划中,给出了一般锥规划对偶规划的表示形式,证明了这样定义的对偶规划具有对称性.利用对偶锥,线性规划和锥规划的对偶规划有相同的表示形式,且这种定义方法具有广泛性. With the dual cone, the dual programming is introduced to conic programming as linear programming, and the expressions of dual programming are obtained on the general conic programming, and it is proved that the kind of dual programming has symmetric law. The expressions of dual programming are the same both in the linear programming and in the conic programming, as the dual cone. And the method defining dual programming is universality.
作者 安中华
出处 《武汉工程大学学报》 CAS 2007年第3期87-89,93,共4页 Journal of Wuhan Institute of Technology
基金 湖北第二师范学院院管科研项目
关键词 锥规划 对偶锥 对偶规划 conic programming dual cone dual programming
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参考文献6

  • 1[1]Halldorsson B,Tütüncü 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.
  • 2[2]Lobo M S,Vandenberghe L,Boyd S,et al.Applications of second-order cone programming[J].Linear Alg Appl,1998,284:193-228.
  • 3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
  • 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
  • 5[5]Tütüncü R H.Optimization in Finance[M].Pittsburgh,USA,Carnegie Mellon University,2003.
  • 6[6]Robert 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
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共引文献12

同被引文献17

  • 1李静.锥及其对偶锥的若干性质[J].孝感学院学报,2007,27(6):37-38. 被引量:2
  • 2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
  • 3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
  • 4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
  • 5Halldorsson 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.
  • 6Lobo M S, Vandenberghe L, Boyd S, et al. Applications of second order cone programming[J]. Linear Alg Appl, 1998,284:193-228.
  • 7Tutuncu R H. Optimization in finance[M]. Pittsburgh, USA: Carnegie Mellon University, 2003:4-105.
  • 8Robert 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.
  • 9[1]Halldorsson B,Tütüncü 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.
  • 10[2]Lobo 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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