In this paper,the quadratic program problem and minimum discrimination information (MDI) problem with a set of quadratic inequality constraints and entropy constraints of density are considered.Based on the properties...In this paper,the quadratic program problem and minimum discrimination information (MDI) problem with a set of quadratic inequality constraints and entropy constraints of density are considered.Based on the properties of the generalized geometric programming,the dual programs of these two problems are derived.Furthermore,the duality theorems and related Kuhn-Tucker conditions for two pairs of the prime-dual programs are also established by the duality theory.展开更多
In this paper,on the basis of making full use of the characteristics of unconstrained generalized geometric programming（GGP）,we establish a nonmonotonic trust region algorithm via the conjugate path for solving unco...In this paper,on the basis of making full use of the characteristics of unconstrained generalized geometric programming（GGP）,we establish a nonmonotonic trust region algorithm via the conjugate path for solving unconstrained GGP problem.A new type of condensation problem is presented,then a particular conjugate path is constructed for the problem,along which we get the approximate solution of the problem by nonmonotonic trust region algorithm,and further prove that the algorithm has global convergence and quadratic convergence properties.展开更多
文摘In this paper,the quadratic program problem and minimum discrimination information (MDI) problem with a set of quadratic inequality constraints and entropy constraints of density are considered.Based on the properties of the generalized geometric programming,the dual programs of these two problems are derived.Furthermore,the duality theorems and related Kuhn-Tucker conditions for two pairs of the prime-dual programs are also established by the duality theory.
基金Supported by the National Science Foundation of China（10671126） Supported by the Shanghai Municipal Government Project（S30501）+3 种基金 Supported by the Innovation Fund Project for Graduate Student of Shanghai（JWCXSL1001） Supported by the Youth Foundation of Henan Polytechnic University（Q20093） Supported by the Applied Mathematics Provinciallevel Key Discipline of Henan Province Supported by Operational Research and Control Theory Key Discipline of Henan Polytechnic University
文摘In this paper,on the basis of making full use of the characteristics of unconstrained generalized geometric programming（GGP）,we establish a nonmonotonic trust region algorithm via the conjugate path for solving unconstrained GGP problem.A new type of condensation problem is presented,then a particular conjugate path is constructed for the problem,along which we get the approximate solution of the problem by nonmonotonic trust region algorithm,and further prove that the algorithm has global convergence and quadratic convergence properties.
