| 广义信赖域子问题的二阶锥重组技术 |
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| 引用本文： | 艾文宝.广义信赖域子问题的二阶锥重组技术[J].河南师范大学学报(自然科学版),2018(1). |
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| 作者姓名： | 艾文宝 |
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| 作者单位： | 北京邮电大学理学院; |
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| 摘 要： | 二次约束优化问题在非线性规划的研究中处于基础性地位,而广义信赖域子问题是二次约束优化问题中的一类非常重要并且应用广泛的问题.对于非凸的广义信赖域子问题来说,如果它与它的拉格朗日对偶问题之间存在着正的对偶间隙,那么该问题的全局最优解的求解就会变得困难起来.近年来,二阶锥重组技术在缩小和消除广义信赖域子问题的对偶间隙上取得了一系列重要成果,将对这些重要的结果进行回顾并对未来给出展望.
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| 关 键 词： | 广义信赖域子问题 对偶间隙 全局最优解 二阶锥 |
Second-order cone reformulation technique for generalized trust-region subproblem |
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| Institution: | ,School of Science,Beijing University of Posts and Telecommunications |
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| Abstract: | Constrained quadratic optimization problems are fundamental for nonlinear programming.And extended trustregion subproblems are a class of important and widely-used problems among constrained quadratic optimization problems.For a nonconvex extended trust-region subproblem with a positive duality gap,it is difficult to find its global optimal solution.In this paper,it summarizes some important results on narrowing or eliminating the duality gap by second-order cone reformulation technique. |
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| Keywords: | extended trust-region subproblem duality gap global optimal solution second-order cone |
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