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研究生: 王敏齊
Ong, Bin-Tse
論文名稱: 關於聯合數值域與 Slater 條件的二次約束二次規劃問題的通用架構
A Generic Framework for Quadratic Programming with Quadratic Constraints Involving Joint Numerical Ranges and Slater Conditions
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: 2022
畢業學年度: 110
語文別: 英文
論文頁數: 59
中文關鍵詞: 二次約束二次規劃Slater 條件聯合數值域強對偶性
外文關鍵詞: Quadratic programming with quadratic constraints, Slater condition, Joint numerical range, Strong duality
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  • 設 f(x) 和 g_i(x), i = 1, 2, . . . , m 為 n 元二次實係數多項式,並將二次約束二次規劃問題 (QPQC) 定義作最小化 f (x) 於限制集合 {x | g(x) ∗ 0, x ∈ X} 上,其中 ∗ ∈ {<, ≤, =} 且 X = R^n 或 X = S^(n−1) 。在 {x | g_i(x) < 0} 的情形下,也就是限制式會有嚴格不等式的情況,其結果在文獻上實屬罕見。在本論文中,我們建立一個一般性的框架來處理 (QPQC),且其中包含了 ∗ ∈ {<, ≤, =} 以及 X = R^n 或 X = S^(n−1) 的所有情況。在此框架下新定義「多重 Slater 條件」並在聯合數值域 {f (x), g_1(x), . . . , g_m(x) | x ∈ X} 是凸的假設下,可以得到 (QPQC) 的強對偶定理。本論文有助於我們理解 S-引理、等號形式之 S-引理及 Finsler 引理,此外也給出了非齊次 Finsler 引理的可能研究方向。

    Let f(x) and g_i(x), i = 1, 2, . . . , m be n-variate real-valued quadratic functions and define the quadratic programming with quadratic constraints (QPQC) as minimizing f(x) over {x | g(x) ∗ 0, x ∈ X}, where ∗ ∈ {<, ≤, =} and X = R^n or X = S^(n−1). In literature, the case when {x | g_i(x) < 0} for some i, i.e. the constraint set consists of some strict inequalities, has rarely been discussed. By this thesis, we build a general framework to handle (QPQC) with all ∗ ∈ {<, ≤, =} and X = R^n or X = S^(n−1) , within which the strong duality of (QPQC) is established under a newly developed “multiple Slater condition” and the assumption that the joint numerical range {f (x), g_i (x), . . . , g_m (x) | x ∈ X} is convex. Our result is helpful for us to understand S-lemma, S-lemma with equality, and Finsler lemma, and give a direction of research on non-homogenized Finsler lemma.

    1 Introduction 1 2 Strict inequality constraints 5 2.1 Motivation of considering constraints g_i (x) < 0 5 2.2 The difference between ≤ and < 6 3 Dual problem and weak duality 10 3.1 The dual problem of (QPQC) 10 3.2 Lagrange dual 13 3.3 Semidefinite programming 14 3.4 Transformation of the Dual problem into (D-SDP) 15 3.5 Feasibility Assumption 21 3.6 Some Special Cases of Primal and Dual Problem 22 4 Slater conditions and strong duality 28 4.1 Strict separation hyperplane 28 4.2 Multiple Slater conditions 31 4.3 Comparing multiple Slater Condition with classical Slater condition 32 4.4 Slater Condition for Strict Inequality Constraints 34 4.5 Strong Duality 36 4.6 The feasibility of (QPQC) 41 5 Comparison with results in literature 44 5.1 All non-convex joint numerical ranges of two quadratics 44 5.2 S-lemma and (QP1QC) 50 5.3 Similar Application as S-Lemma 52 6 Conclusion remarks 56 Bibliography 58

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