Exact Optimization: Part I

Li Gang Lin, Yew Wen Liang

研究成果: 雜誌貢獻期刊論文同行評審

摘要

Nonlinear programming is explicitly analyzed via a novel perspective/method and from a bottom-up manner. The philosophy is based on the recent findings on convex quadratic equation (CQE), which help clarify a geometric interpretation that relates CQE to convex quadratic function (CQF). More specifically, regarding the solvability of CQE, its necessary and sufficient condition as well as a unified parameterization of all the solutions has recently been analytically formulated. Moving forward, the understanding of CQE is utilized to describe the geometric structure of CQF, and the CQE-CQF relation. All these results are shown closely related to a basis in the optimization literature, namely quadratic programming (QP). For the first time from this viewpoint, the QPs subject to equality, inequality, equality-and-inequality, and extended constraints can be algebraically solved in derivative-free closed formulae, respectively. All the results are derived without knowing a feasible point, a priori and any time during the process.

原文???core.languages.en_GB???
頁(從 - 到)169-205
頁數37
期刊Taiwanese Journal of Mathematics
27
發行號1
DOIs
出版狀態已出版 - 2月 2023

指紋

深入研究「Exact Optimization: Part I」主題。共同形成了獨特的指紋。

引用此