使用广义几何规划导出带二次约束的二次规划和交互熵问题(英文)

Quadratical Constrained Quadratic Programs and Cross-Entropy Problems Via Generalized Geometric Programming

研究带二次约束的最小二次规划和交互熵问题 .基于广义几何规划的理论与性质 ,导出了上述两个规划原问题的对偶规划 .进而 ,由广义几何规划的对偶理论建立了两个原始对偶规划的对偶定理和 Kuhn- Tucker条件 .

A minimization problem of either a convex quadratic function or a minimum cross entropy problem with a set of quadratical inequality constraints is considered. Based on the properties of the generalized geometric programming, the dual programs of two problems are derived. The duality theorems and related Kuhn Tucker conditions for two pairs of the primal dual programs are also established by using the duality theory.