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一类带有混合约束的二次半定规划及其投影收缩算法

DOI: 10.11830/ISSN.1000-5013.2011.01.0113

Keywords: 二次半定规划, 投影方程, 变分不等式, 投影收缩算法

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Abstract:

研究带有线性等式及线性不等式约束的二次半定规划问题.讨论对偶理论、最优性条件及其等价的单调变分不等式,给出相应的投影收缩算法.经收敛性分析,可得该算法是全局收敛的.

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