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国家自然科学基金(11001030)

作品数:2 被引量:5H指数:2
相关作者:经红霞贺祖国更多>>
相关机构:北京邮电大学更多>>
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A necessary and sufficient condition of convexity for SOC reformulation of trust-region subproblem with two intersecting cuts被引量:2
2016年
We consider the extended trust-region subproblem with two linear inequalities. In the "nonintersecting" case of this problem, Burer and Yang(2015) have proved that its semi-definite programming relaxation with second-order-cone reformulation(SDPR-SOCR) is a tight relaxation. In the more complicated "intersecting" case, which is discussed in this paper, so far there is no result except for a counterexample for the SDPR-SOCR. We present a necessary and sufficient condition for the SDPR-SOCR to be a tight relaxation in both the "nonintersecting" and "intersecting" cases. As an application of this condition, it is verified easily that the "nonintersecting" SDPR-SOCR is a tight relaxation indeed. Furthermore, as another application of the condition, we prove that there exist at least three regions among the four regions in the trust-region ball divided by the two intersecting linear cuts, on which the SDPR-SOCR must be a tight relaxation. Finally, the results of numerical experiments show that the SDPR-SOCR can work efficiently in decreasing or even eliminating the duality gap of the nonconvex extended trust-region subproblem with two intersecting linear inequalities indeed.
YUAN JianHuaWANG MeiLingAI WenBaoSHUAI TianPing
一种改进的混合优化算法被引量:3
2012年
本文针对无约束最优化问题提出了一种改进的混合迭代算法。新算法能有效弥补牛顿算法要求目标函数"凸性"的局限性,从而推广了牛顿算法的使用范围,在一定条件下新算法仍具有全局收敛性和二次收敛性。试验结果表明,新算法是有效可行的。
经红霞贺祖国
关键词:无约束最优化最速下降法全局收敛性
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