C1,1半定规划的二阶最优性条件

数学物理学报

C^1,1半定规划的二阶最优性条件

赵文会;高岩

上海电力学院管理与人文学院上海 200090

收稿日期:2004-12-08 修回日期:2006-08-08 出版日期:2008-02-25 发布日期:2008-02-25
通讯作者: 赵文会
基金资助:
国家自然科学基金(10671126)、上海市重点学科建设项目(T0502)和上海电力学院博士启动基金

Second-order Optimality Conditions for C^1,1

Semidefinite Programming

Zhao Wenhui;Gao Yan

School of Management and Humanity, Shanghai University of Electric Power, Shanghai 200090

Received:2004-12-08 Revised:2006-08-08 Online:2008-02-25 Published:2008-02-25
Contact: Zhao Wenhui

摘要/Abstract

摘要： 该文研究了一类非光滑半定规划问题,其中目标函数是C^1,1函数,约束是半定的. 借助于Peano广义梯度,给出了其二阶最优性必要条件和二阶最优性充分条件

关键词: 半定规划, 最优性条件$C^1,1函数类, Peano广义梯度

Abstract: In this paper the authors study a class of nonsmooth semidefinite programming problems, where the objective function is of class C^1,1 and the constrain is semidefinite. By using Peano generalized derivatives
necessary and sufficient second-order optimality conditions are derived.

Key words: Semidefinite programming, Optimality conditions, C^1,1functions, Peano generalized derivatives

中图分类号:

49J52

赵文会;高岩. C^1,1半定规划的二阶最优性条件[J]. 数学物理学报, 2008, 28(1): 155-163.

Zhao Wenhui;Gao Yan.

Second-order Optimality Conditions for C^1,1

Semidefinite Programming

[J]. Acta mathematica scientia,Series A, 2008, 28(1): 155-163.

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