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研究生: 翁之翊
Weng, Chih-I
論文名稱: 利用加權距離估算帶有方塊限制二次非凸規劃之對偶間隙
Duality Gap Estimation for Box Constrained Quadratic Programs via Weighted Distance Measures
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: 2014
畢業學年度: 102
語文別: 英文
論文頁數: 68
中文關鍵詞: 帶有方塊限制式的二次規劃超平面安排的單元計算離散幾何半正定規劃鬆弛對偶間隙
外文關鍵詞: box constrained quadratic programming, cell enumeration of hyperplane arrangement, discrete geometry, semidefinite programming relaxation, duality gap
相關次數: 點閱:92下載:5
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  • 在這篇論文中,我們估計了帶有方塊限制的二次規劃和它的半正定規劃鬆弛問題的對偶間隙。此問題有著二元整數規劃問題作為特例,因此一般來說是NP-hard。利用馬鞍點定理,我們證明了這個對偶間隙可以用一個距離函數$delta_{W}( heta)$估計,而此距離函數計算的是仿射空間$C^*$和參數化的盒子$Lambda^{*}( heta)$之間的距離。
    此外,我們結合一個離散幾何中稱作超平面安排的技巧,和使用各種對於權重$W$和參數$ heta$的選擇,來找到對於間隙更好的下界。
    最終,提供了幾個例子來驗證定理和說明計算的執行,並嘗試了一些啟發式的策略,來找到更好的權重$W$以便得到更好的間隙估計。

    In this thesis, we estimate the gap between a box constrained quadratic program and its SDP relaxation. The problem includes the binary quadratic program as a special case and is thus in general NP-hard. Applying the saddle point theorem, we show that the duality gap can be estimated by a function $delta_{W}( heta)$ measuring a weighted distance between an affine subspace $C^*$ and some parametrized box $Lambda^{*}( heta)$. Incorporating a technique called the hyperplane arrangement in discrete geometry with various choices of parameters and weights, we are able to tighten the bound for the gap. Illustrative examples based on heuristic strategies show how a better bound can be chosen.

    Contents 1 Introduction 1 2 Background 11 2.1 Lagrange Multipliers and the Lagrange Function 11 2.1.1 Farkas’ Lemma and Gordan’s Theorem 11 2.1.2 The Fritz John and the KKT Optimality Conditions 14 2.1.3 The Lagrange Function and the Lagrange Dual Problem 17 2.2 The Conic Duality Theorem and SDP 20 2.2.1 Conic Dual Problems and the Conic Duality Theorem 20 3 SDP Relaxations and Conditions for Zero Duality Gap 26 3.1 SDP Relaxations 26 3.2 Conditions for Zero Duality Gap 30 4 Duality Gap Estimates via Weighted Distance Measures 33 4.1 Estimates via Weighted Distance Measures 33 4.2 Geometric Structure and Perturbation 36 5 Computation of Duality Gap Estimates 40 5.1 Cell Enumeration 40 5.2 Computation via SOCPs 42 5.3 Illustrative Examples 46 6 Discussion and Future Directions 64 Reference 66

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