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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
引用本文:朱德通.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[J].上海师范大学学报(自然科学版),2002,31(1):13-20.
作者姓名:朱德通
作者单位:上海师范大学数理信息学院,上海,200234
基金项目:The author Sincerely acknowledgesthe partial supportof the Natural Science Foundation of the Shanghai Technical Science Committe GL980 0 0 2
摘    要: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。

关 键 词:广义几何规划  Kuhn-Tucker条件  二次规划  交互熵问题  二次约束  对偶规划

Quadratical Constrained Quadratic Programs and Cross-Entropy Problems Via Generalized Geometric Programming
ZHU De,tong.Quadratical Constrained Quadratic Programs and Cross-Entropy Problems Via Generalized Geometric Programming[J].Journal of Shanghai Normal University(Natural Sciences),2002,31(1):13-20.
Authors:ZHU De  tong
Abstract: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.
Keywords:generalized geometric programming  Kuhn  Tucker condition  quadratical constraints
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