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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

  • 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.

  • Date of Publication:2004-08-30
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