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研究生: 陳彥誠
Chen, Yen-Cheng
論文名稱: 重新檢視二次凸限制條件下凸二次規劃問題的無界性
Revisit to the Unboundedness of Convex Quadratically Constrained Convex Quadratic Programming
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: 2023
畢業學年度: 111
語文別: 英文
論文頁數: 90
中文關鍵詞: 二次限制式二次規劃凸性無界性演算法
外文關鍵詞: Quadratically Constrained Quadratic Programming, Convexity, Unboundedness, Algorithm
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  • 給定一個目標函數和限制式皆為二次凸函數,f_i(x)=x^TQ_ix+2b_i^Tx+beta_i, Q_i為半正定, i=0,1,...,m 的二次規劃問題,我們的主要工作是判斷目標函數在可行解區域是無界還是有界。這個問題在1985年Terlaky將它轉換成l_p規劃得以解決,並在1995年由Caron和Obuchowska給出一個演算法來判斷,最後在2020年Nguyen和Sheu給出它在數學上的充分且必要條件。在本篇論文中,我們將證明Nguyen和Sheu在數學上的充分且必要條件是等價於Caron和Obuchowska的演算法。接著我們以Nguyen和Sheu的充分且必要條件為基礎,給出一個新的判斷本問題無界的演算法,其計算效率或許僅和Caron和Obuchowska的演算法相當,然而計算步驟會較清楚簡潔,並且有辦法給出一系列的曲線,使得目標函數沿著這些曲線可以無界遞減。在本篇論文中我們也給出許多例子來輔助說明。

    Given a convex quadratic objective function and convex quadratic constraints, f_i(x)=x^TQ_ix+2b_i^Tx+beta_i, Q_i is positive semi-definite, i=0,1,...,m, our main task is to determine whether the objective function is unbounded from below in the feasible region. This problem was first solved in 1985 by Terlaky who transformed it into an l_p programming. Later in 1995, Caron and Obuchowska gave an algorithm for it. Finally, in 2020, Nguyen and Sheu gave a necessary and sufficient condition for it. In our thesis, we prove that Nguyen and Sheu's necessary and sufficient condition is equivalent to Caron and Obuchowska's algorithm. Based on the necessary and sufficient condition of Nguyen and Sheu is proposed a new algorithm to decide the unboundedness of the convex quadratic problem. Although the computational efficiency of the new algorithm may only be roughly the same as that of Caron and Obuchowska's, yet the iterative process of the new proposed algorithm is more clear and concise. More Valuably, the new method can construct curves along which the objective function decreases without bound. Many illustrative examples are inserted for better explaining the idea.

    摘要I Abstract II 1 Introduction 1 2 Preliminary 10 2.1 Boundedness for a Single Convex Quadratic Function over Rn 10 2.2 Geometric Representations 14 3 O(m) Improvement and Algorithm for the Necessary and Sufficient Condition 19 3.1 Necessary and Sufficient Condition for Boundedness 19 3.2 Caron and Obuchowska’s Algorithm 25 3.3 An O(m) Improvement Checking Method for Examining Subsets of the Index Set 29 3.4 An O(m) Improvement Algorithm Based on the Necessary and Sufficient Condition for Unboundedness 33 4 Two and Three Iterations of Unboundedness 40 4.1 Two Iterations 41 4.2 Three Iterations 50 5 General Form of Unboundedness 57 5.1 General Form 57 5.2 All Constraints are Unboundedness in the Termination Step 69 6 General Form of Boundedness 76 6.1 Bounded Feasible Region 76 6.2 All Constraints are Boundedness in the Termination Step 79 7 Conclusion 88 References 89

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