In a composite-step approach, a step Sk is computed as the sum of two components Uk and hk. The normal component Vk, which is called the vertical step, aims to improve the linearized feasibility, while the tangential ...In a composite-step approach, a step Sk is computed as the sum of two components Uk and hk. The normal component Vk, which is called the vertical step, aims to improve the linearized feasibility, while the tangential component hk, which is also called horizontal step, concentrates on reducing a model of the merit functions. As a filter method, it reduces both the infeasibility and the objective function. This is the same property of these two methods. In this paper, one concerns the composite-step like filter approach. That is, a step is tangential component hk if the infeasibility is reduced. Or else, Sk is a composite step composed of normal component Uk, and tangential component hk.展开更多
利用一些学者提出的一种研究全局最优化问题的全局最优性条件的新方法,讨论了一些带有二次约束的非凸二次规划问题的全局最优性条件。本文主要通过利用拉格朗日函数F(λ,u)=1/2xTH_(λ,u)x+b_(T,u)λx+sum from i=i∈I(λici)+sum from ...利用一些学者提出的一种研究全局最优化问题的全局最优性条件的新方法,讨论了一些带有二次约束的非凸二次规划问题的全局最优性条件。本文主要通过利用拉格朗日函数F(λ,u)=1/2xTH_(λ,u)x+b_(T,u)λx+sum from i=i∈I(λici)+sum from j=j∈Jμjcj,正则锥(NL,D(x0)={l∈L:l(y)-l(x0)≤0,y∈D})和L-次微分相结合的方法,给出了带不等式约束的混合整数二次规划最小问题的全局极小点的全局最优性充分条件,而且推广了现有文献中的一些结论。同时通过一些实值例子说明了本文给出的最优性充分条件的可行性和有效性。展开更多
基金Supported partially by Chinese NNSF grants 19731010the knowledge innovation program of CAS.
文摘In a composite-step approach, a step Sk is computed as the sum of two components Uk and hk. The normal component Vk, which is called the vertical step, aims to improve the linearized feasibility, while the tangential component hk, which is also called horizontal step, concentrates on reducing a model of the merit functions. As a filter method, it reduces both the infeasibility and the objective function. This is the same property of these two methods. In this paper, one concerns the composite-step like filter approach. That is, a step is tangential component hk if the infeasibility is reduced. Or else, Sk is a composite step composed of normal component Uk, and tangential component hk.
文摘利用一些学者提出的一种研究全局最优化问题的全局最优性条件的新方法,讨论了一些带有二次约束的非凸二次规划问题的全局最优性条件。本文主要通过利用拉格朗日函数F(λ,u)=1/2xTH_(λ,u)x+b_(T,u)λx+sum from i=i∈I(λici)+sum from j=j∈Jμjcj,正则锥(NL,D(x0)={l∈L:l(y)-l(x0)≤0,y∈D})和L-次微分相结合的方法,给出了带不等式约束的混合整数二次规划最小问题的全局极小点的全局最优性充分条件,而且推广了现有文献中的一些结论。同时通过一些实值例子说明了本文给出的最优性充分条件的可行性和有效性。
