向量极值问题的最优性条件及二次规划问题的一种新算法
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摘要
本文主要讨论了抽象空间中向量最优化问题的一些理论,以及求解一般二次规划问题的一种新算法。文章分别在线性空间和线性拓扑空间中给出次似凸向量值映射的定义,在线性空间中给出(u,O_2,Y_+)-广义凸的定义,证明了这些凸性假设下相应的择一定理,然后应用择一定理分别给出了线性空间中两类广义凸规划的最优性条件,在线性拓扑空间中给出了无约束规划问题的最优性条件(结合G-导数)及Lagrange对偶定理。最后文章提出了含不等式约束的二次规划问题的一种新算法,该算法结合等式约束二次规划的降维算法,保证每次迭代点都是可行点,通过数值实验结果与精确解的比较表明了算法的有效性,整个算法程序用C++语言编制,并在微机上运行通过。
In this thesis, some topics on vector optimization theory in abstract spaces are discussed, and a new algorithm for the general quadratic programming is studied as well. The concept of cone-subconvexlike map is defined in linear spaces and in linear topological spaces. The concept of (u, O?; Y+)-generalized convex is defined in linear spaces. The corresponded alternative theorems are proved with those generalized convexity conditions. And then, by applying the alternative theorems, the optimality conditions of two kinds of generalized convex extremum problems are given in linear spaces. The optimality conditions (with G-differential) and Lagrange duality theorems of non-constrained programming are presented in linear topological spaces. Finally, a new algorithm for quadratic programming with inequality constraints is offered The new method, by applying the dimension-descending algorithm with equality constraints, assures that every iterative element is feasible. It is shown that the algorithm is efficient being compared with the results of numerical tests and the accurate solutions. The whole program is designed with C++ language and runs passed on the microcomputer.
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