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非凸半定规划的增广Lagrangian的微分的计算

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Indexed by:期刊论文

Date of Publication:2004-08-30

Journal:运筹学学报

Included Journals:PKU、ISTIC、CSCD

Volume:8

Issue:3

Page Number:66-70

ISSN No.:1007-6093

Key Words:运筹学;非凸半定规划;可微性;增广Lagrangian

Abstract:迄今为止,还未见出版过有关求解非凸半定规划的算法,但在最近,Chen,et.al(2000)和Sun&Sun(1999)关于非凸半定规划(SDP)的增广Lagrangian的研究是非常有用的,在本文中,我们证明非凸半定规划的增广Lagrangian是可微的,并且给出它的可微表达式.

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