|本期目录/Table of Contents|

[1]安中华,安琪.由共轭函数构造锥规划的对偶规划[J].武汉工程大学学报,2008,(02):120-122.
　AN Zhong hua,AN Qi.Constructing the dual programming of a conicprogramming with a conjugate function[J].Journal of Wuhan Institute of Technology,2008,(02):120-122.
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由共轭函数构造锥规划的对偶规划(/HTML)
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《武汉工程大学学报》[ISSN:1674-2869/CN:42-1779/TQ]

卷:
期数:
2008年02期
页码:
120-122
栏目:
机电与信息工程
出版日期:
2008-02-28

文章信息/Info

Title:
Constructing the dual programming of a conic
programming with a conjugate function
文章编号:
10044736(2008)02012003
作者:
安中华1; 安琪2
(1. 湖北第二师范学院数学与计量经济系，湖北 武汉 430205;
2. 华中科技大学数学系，湖北 武汉 430074)
Author(s):
AN Zhonghua1;  AN Qi2
1. Department of Mathematics and Measure Economics, Hubei University of Education, Wuhan 430205, China;
2. Department of Mathematics, Huazhong University of Science and Technology, Wuhan 430074, China
关键词:
共轭函数; 锥规划; 对偶锥; 对偶规划
Keywords:
conjugate function;  conic programming;  dual cone;  dual programming
分类号:
-
DOI:
-
文献标志码:
A
摘要:
以共轭函数和凸规划的对偶规划为基础，利用对偶锥的概念，全面讨论了一般锥规划的对偶问题，严格推导出锥规划对偶规划的表示形式，给出了锥规划的主要对偶性质，并用这些结果研究了常见锥规划的对偶性. 所得结论具有简单、便于应用和适用广泛等优点.这为进一步研究锥规划提供了便利.
Abstract:
In this paper, based on the conjugate function and the dual programming of convex programming, with the dual cone, to conic programming, the dual programming is fully discussed, the expression of the dual programming is educed, the main dualities are proved, and the dualities of the familiar conic programming are studied. The conclusions are simple, easy to use and widely applicable. It offers convenience studying the conic programming.

参考文献/References:

［1］Halldorsson B, Tütüncü R H. An interiorpoint method for a class of saddle point problems \[J\]. Journal of Optimization Theory and Applications, 2003,116(3):559590.
\[2\]Lobo M S, Vandenberghe L, Boyd S, et al. Applications of secondorder cone programming \[J\]. Linear Alg Appl, 1998, 284:193228.
\[3\]迟晓妮,刘三阳. 二次锥规划的光滑牛顿法\[J\]. 应用数学，2005, 18: 2327.
\[4\]林惠玲,张圣贵. 锥规划的最优解唯一的几何特征\[J\]. 闽江学院学报,2005,10:59.
\[5\]Tütüncü R H. Optimization in Finance\[M\]. Pittsburgh, USA, Carnegie Mellon University. 2003.
\[6\]Robert M Freund, Jorge R vera. Some characterizations and properties of the “distance to illposedness” and the condition measure of a conic linear system \[J\]. Math. Program, 1999,86：225260.
\[7\]安中华. 锥规划的对偶规划\[J\].武汉工程大学学报，2007，29(3)：8084.
\[8\]安中华，安琼. Farkas引理在线性锥系统的推广\[J\].华中师范大学学报（自然科学版），2007，41（2）:167169.
\[9\]M. 阿佛里耳.非线性规划——分析与方法(上册)\[M\]. 上海:上海科技出版社. 1979.107130.

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备注/Memo

备注/Memo:
收稿日期：20070615作者简介：安中华(1961)，男，河北清河人，副教授，硕士.研究方向：金融优化
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