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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-subgradientLagrange 對偶理論S- propertysolvability 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
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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.

    1 Introduction 1 2 Necessary and sufficient conditions for the optimization problem 3 2.1 L-subdifferentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.2 Unconstrained optimization and L-subdifferentials . . . . . . . . . . . . 7 2.3 Constrained optimization, Lagrange multiplier and L-subdifferentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 2.4 Cones, solvability property, and S-property . . . . . . . . . . . . . . . . 21 3 Sufficient conditions of quadratic minimization problems 42 3.1 Quadratic minimization problems with box constraints . . . . . . . . . 42 3.2 Bivalent quadratic programming . . . . . . . . . . . . . . . . . . . . . . 55 3.3 Quadratic minimization problems with quadratic constraints . . . . . . 57 3.4 Quadratic minimization problems with 0-1 constraints . . . . . . . . . . 60 3.5 Difference between section 3.1 and 3.4, and some improvement . . . . . 67 4 Conclusion and future work 73 Reference 74

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    [10] Jeyakumar, V. and Srisatkunarajah, S. (2009), “Lagrange multiplier necessary conditions for global optimality for non-convex minimization over a quadratic constraint via S-lemma”, Optim. Lett., 3(1), 23–33.

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