约束优化问题中LP最小值序列的性质和判定

基金项目:

国家自然科学基金资助项目;广东省自然科学基金项目

详细信息

Properties and Judgement of LP Minimizing Sequence on Constrained Optimization Problems

摘要: 借助于谱分解定理以及矩阵理论中的特征值的排序,优于等相关性质定理来研究Hermite矩阵近似特征向量与相应的Rayleigh商矩阵作为近似特征值之间的关系,进行特征值的扰动分析,并推广了一个应用广泛的结论.
- 锥凸最优化 /
- 不等式约束 /
- LP最小值序列 /
- 性质 /
- 判定
Abstract: The relation between approximate eigenvalues and approximate eigenspaces for the Rayleigh quotient matrix of Hermitian matrices is considered. By using some related properties and theorems in matrix theory to analyze the perturbation of the eigenvalues, a widely used theorem existing in the literature is generalized.
- convex cone optimization /
- inequality constraint /
- $LP$ minimizing sequence /
- property /
- judgement