| 一类带有混合约束的二次半定规划及其投影收缩算法 |
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| 引用本文： | 田朝薇,宋海洲. 一类带有混合约束的二次半定规划及其投影收缩算法[J]. 华侨大学学报(自然科学版), 2011, 32(1) |
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| 作者姓名： | 田朝薇 宋海洲 |
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| 作者单位： | 华侨大学,数学科学学院,福建,泉州,362021 |
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| 基金项目： | 福建省自然科学基金资助项目(Z0511028) |
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| 摘 要： | 研究带有线性等式及线性不等式约束的二次半定规划问题.讨论对偶理论、最优性条件及其等价的单调变分不等式,给出相应的投影收缩算法.经收敛性分析,可得该算法是全局收敛的.
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| 关 键 词： | 二次半定规划 投影方程 变分不等式 投影收缩算法 |
A Class of Quadratic Semi-Definite Programming with Mixed Constraints and Its Projection and Contraction Algorithm |
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| TIAN Zhao-wei,SONG Hai-zhou. A Class of Quadratic Semi-Definite Programming with Mixed Constraints and Its Projection and Contraction Algorithm[J]. Journal of Huaqiao University(Natural Science), 2011, 32(1) |
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| Authors: | TIAN Zhao-wei SONG Hai-zhou |
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| Affiliation: | TIAN Zhao-wei,SONG Hai-zhou (School of Mathematical Sciences,Huaqiao University,Quanzhou 362021,China) |
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| Abstract: | In this paper,we discuss a class of quadratic semi-definite programming problem with linear inequality constraints and linear inequality constraints.The duality theories are presented.After proving the equivalence of its optimality conditions and monotonous linear variational inequalities,we present its projection and contraction algorithm.It is proved that the algorithm is global convergence after analyzing its convergence. |
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| Keywords: | quadratic semi-definite programming problem projection equation variational inequalities projection and contraction algorithms |
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