| 研究生: |
陳銚壬 Chen, Yao-Jen |
|---|---|
| 論文名稱: |
以L-subgradients 及Lagrange 對偶理論為基礎的非凸性最小值問題最佳解條件 Global optimality conditions for non-convex minimization problems based on L-subgradient and Lagrange duality theory |
| 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: | 2009 |
| 畢業學年度: | 97 |
| 語文別: | 英文 |
| 論文頁數: | 75 |
| 中文關鍵詞: | 正交對偶理論 、二次最佳化問題 、非凸性最小值問題 、全域最佳化條件 、L-subgradient 、Lagrange 對偶理論 、S- property 、solvability property |
| 外文關鍵詞: | solvability property, S-property, Lagrange duality theorem, Non-convex minimization, Quadratic constraints, canonical duality theory, L-subgradient, Global optimality conditions |
| 相關次數: | 點閱:118 下載:2 |
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在這份論文中, 我們會讀到非凸性最小值問題的最佳解條件。考慮的將是如何推廣梯度的概念, 下界函數的概念, 以及Farkas’ 引理等。我們得到針對非凸性且不可微的函數做最佳化的推廣型KKT 條件。這個推廣主要以 Jeyakumar, Rubinov, and Wu所介紹的L-subdifferential, S-property 和solvability property 的觀念為基礎, 但是我們著重於這些抽象性質與幾何的連結性及幾何上的解釋。特別對於非凸性的二次最小值問題, 我們會從圖形上與Fang, Gao, Sheu, and Wu介紹的正交對偶理論做個比較。
In this thesis, we study the global optimality conditions for non-convex minimization problems. With the extended concept of gradient, lower bound function, and Farkas’ lemma, we have the extended KKT conditions for characterizing the non-convex, non-differentiable function. The extension is based on the concept of L-subdifferential, S-property, and solvability property, introduced by Jeyakumar, Rubinov, and Wu, but we have focused on the geometrical connections and interpretation of those abstract properties. The concepts are particularly applied for non-convex quadratic minimization problems and we have made comparisons with the canonical duality theory, introduced by Fang, Gao, Sheu, and Wu, by figures.
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