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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.

    摘要 I Abstract II 1 Introduction 1 2 Disconnectedness of {f < 0}, {f ≤ 0}, and {f = 0} 5 2.1 Canonical Form of A Quadratic Function 5 2.2 Disconnected Level/Sublevel/Superlevel Sets 8 3 Deeper Insights to Separation 15 4 Examples for Separation and Joint Numerical Range 20 5 Analytical Conditions for {g = 0} to Separate {f ⋆ 0} 23 5.1 Hyperplane {h = 0} Separates {f < 0} 23 5.2 Hyperplane {h = 0} Separates {f ≤ 0} 29 5.3 Hyperplane {h = 0} Separates {f = 0} 31 5.4 The Existence of α, γ for Hyperplane {h = γ} to Separate {f = α} 33 6 Quadratic Hypersurface {g = 0} Separates {f ⋆ 0} 36 6.1 Hypersurface {g = 0} Separates {f = 0} 36 6.2 Mutual Separation for {g = 0} and {f = 0} 41 6.3 The Existence of α, β for Hypersurface {g = β} to Separate {f = α} 42 7 Application: Convexity for The Joint Numerical Range 44 7.1 Literature Review on The Joint Numerical Range 44 7.2 Characterizing Non-Convex R(f, g) by Separation of Level Sets 48 7.3 Procedure for Checking The Convexity of R(f, g) 50 7.4 Implications 53 8 Unified Structure for Farkas Theorem, Classical S-lemma, and Slemma with Equality 56 8.1 Alternative View for (S1) and (S2) 57 8.1.1 On Farkas Theorem 60 8.1.2 On Classical S-lemma 61 8.2 Alternative View for (E1) and (E2) 67 8.2.1 On S-lemma with Equality 69 Conclusion 75 References 76

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