| 非光滑半定规划的一阶最优性条件 |
| |
| 引用本文： | 赵文会,高岩.非光滑半定规划的一阶最优性条件[J].运筹学学报,2006,10(3):1-9. |
| |
| 作者姓名： | 赵文会 高岩 |
| |
| 作者单位： | 上海理工大学管理学院,上海,200093 |
| |
| 基金项目： | This research was supported by Shanghai Leading Academic Discipline Project(Project:T0502)，and Shanghai Education Committee for Key Project(Project:04EA01). |
| |
| 摘 要： | 首次考虑了非光滑半定规化问题．运用与非线性规划类似的技巧,把现存的理论扩展到约束是结构稀疏矩阵的情况,给出了其一阶最优性条件。考虑了严格互补条件不成立的情形．在约束矩阵为对角阵条件下,所用的正则条件与传统非线性优化意义下的是一致的．
|
| 关 键 词： | 运筹学 半定规化 非光滑分析 最优性条件 |
| 收稿时间： | 2003-12-15 |
| 修稿时间： | 2003年12月15 |
First-Order Optimality Conditions for Nonsmooth Semidefinite Programming |
| |
| Zhao Wenhui,Gao Yan.First-Order Optimality Conditions for Nonsmooth Semidefinite Programming[J].OR Transactions,2006,10(3):1-9. |
| |
| Authors: | Zhao Wenhui Gao Yan |
| |
| Institution: | School of Management, University of Shanghai for Science and Technology. Shanghai 200093. China |
| |
| Abstract: | This paper concerns nonsmooth semidefinite programming problems.We derive first-order optimality conditions analogous to those for nonlinear programming.Using techniques similar to those used in nonlinear programming,we extend existing theory to cover situations where the constraint matrix is structurally sparse.This discussion covers the case when strict complementarity dose not hold.The regularity conditions used are consistent with those of nonlinear programming in the sense that the conventional optimality conditions for nonlinear programming are obtained when the constraint matrix is diagonal. |
| |
| Keywords: | Operation research semidefinite programming nonsmooth analysis optimality conditions |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
