| 一个非线性二阶锥规划问题的灵敏度分析 |
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| 引用本文： | 高成才,赵晶.一个非线性二阶锥规划问题的灵敏度分析[J].枣庄师专学报,2009,26(5):51-55. |
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| 作者姓名： | 高成才 赵晶 |
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| 作者单位： | 曲阜师范大学,运筹与管理学院,山东,日照,276826 |
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| 摘 要： | 对目标函数和约束函数分别为非线性的二阶锥规划问题，我们对其参数扰动下的严格互补、唯一稳定点的灵敏度进行分析．在Slater条件和严格互补性假设下，建立了扰动非线性二阶锥规划问题的解关于扰动变量的可微性定理．
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| 关 键 词： | 非线性二阶锥规划 严格互补 Slater条件 灵敏度 |
A Sensitivity Result for Nonlinear Second-order Cone Programs |
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| Institution: | GAO Cheng - cai (School of Operations Research and Management Science, Qufu Normal University, Rizhao 276826, China) |
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| Abstract: | In this paper, we consider the sensitivity of the locally unique and strictly complementary stationary point of a non- linear second - order cone programming problem under perturbation of the date. Under Slater condition and strict complemen- tarity assumption, we establish that the solution of the perturbation problem is a function of perturbation , and its derivatives can be given as a solution of a linear equation system. |
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| Keywords: | nonlinear second -order cone programming Slater condition sensitivity |
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