| 研究生: |
朱雅琪 Chu, Ya-Chi |
|---|---|
| 論文名稱: |
二次等高集與子等高集的切割性質及其應用 On Separation Properties of Quadratic Level/Sublevel Sets and Its Applications |
| 指導教授: |
許瑞麟
Sheu, Ruey-Lin |
| 學位類別: |
碩士 Master |
| 系所名稱: |
理學院 - 數學系應用數學碩博士班 Department of Mathematics |
| 論文出版年: | 2021 |
| 畢業學年度: | 109 |
| 語文別: | 英文 |
| 論文頁數: | 77 |
| 中文關鍵詞: | 二次映射 、等高集 、切割性質 、連通性 、凸性 、聯合值域 、二次規劃 |
| 外文關鍵詞: | Quadratic Mapping, Level Sets, Separation, Connectedness, Convexity, Joint Numerical Range, Quadratic Optimization |
| 相關次數: | 點閱:203 下載:34 |
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給定一個二次函數$f(x)=x^TAx+2a^Tx+a_0$,我們可以考慮由它所衍生出來的以下五個集合:$\{x\in\mathbb{R}^n |~ f(x) < 0\}$、$\{x\in\mathbb{R}^n |~ f(x) \leq 0\}$、$\{x\in\mathbb{R}^n |~ f(x) = 0\}$、$\{x\in\mathbb{R}^n |~ f(x) \geq 0\}$以及$\{x\in\mathbb{R}^n |~ f(x) > 0\}$。它們當中有些可能是非連通集,因此就有可能被另外一個二次函數的等高集$\{x\in\mathbb{R}^n |~ g(x)=x^TBx+2b^Tx+b_0=0\}$所切割。這樣的切割性質可以被用來研究聯合值域$\mathbf{R}(f,g) = \left\{\big(f(x), g(x)\big)~\big|~x\in \mathbb{R}^n \right\}$的形狀與位置,進而被用於解決二次規劃的問題。在本篇論文中,我們先研究集合$\{x\in\mathbb{R}^n |~ f(x) \star 0\}$是非連通集的充分必要條件,其中$\star \in \{<, \leq, =, \geq , >\}$。而後運用此組條件進一步刻劃所有滿足$\{x\in\mathbb{R}^n |~ g(x) = 0\}$切割非連通$\{x\in\mathbb{R}^n |~ f(x) \star 0\}$的二次函數$g(x)$。接著,我們利用兩個等高集的切割性質來刻畫聯合值域$\mathbf{R}(f,g) = \left\{\big(f(x), g(x)\big)~\big|~x\in \mathbb{R}^n \right\}$之凸性。最後,藉由重新檢視Farkas定理、傳統的$\mathcal{S}$-引理、以及等號版本的$\mathcal{S}$-引理,我們指出研究聯合值域的重要性。
Given a quadratic function $f(x)=x^TAx+2a^Tx+a_0$, it is possible that some of the five sets $\{x\in\mathbb{R}^n |~ f(x) < 0\}$, $\{x\in\mathbb{R}^n |~ f(x) \leq 0\}$, $\{x\in\mathbb{R}^n |~ f(x) = 0\}$, $\{x\in\mathbb{R}^n |~ f(x) \geq 0\}$, and $\{x\in\mathbb{R}^n |~ f(x) > 0\}$ are disconnected, and thus could be separated by another quadratic level set $\{x\in\mathbb{R}^n |~ g(x)=x^TBx+2b^Tx+b_0=0\}$. Such kind of separation property turns out to have several indications on the joint numerical range $\mathbf{R}(f,g) = \left\{\big(f(x), g(x)\big)~\big|~x\in \mathbb{R}^n \right\}$, and thus to have great implication in quadratic optimization. In this thesis, we start from the necessary and sufficient conditions for the set $\{x\in\mathbb{R}^n |~ f(x) \star 0\}$, $\star \in \{<, \leq, =, \geq , >\}$, to be disconnected. On top of that, we characterize all the possible quadratic function $g(x)$ whose $0$-level set $\{x\in\mathbb{R}^n |~ g(x)=0\}$ separates the disconnected $\{x\in\mathbb{R}^n |~ f(x) \star 0\}$. Then, we applied it to characterize the non-convexity of the joint numerical range $\mathbf{R}(f,g) = \left\{\big(f(x), g(x)\big)~\big|~x\in \mathbb{R}^n \right\}$. Finally, we point out the importance for the the shape and position of joint numerical range by reviewing Farkas Theorem, classical $\mathcal{S}$-lemma, and $\mathcal{S}$-lemma with equality.
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