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Tucker定理在线性锥系统的推广

Tucker Theorem generalized to the conic linear system
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摘要 为了将线性规划中的基础理论之一的Tucker定理推广到一般线性锥系统上,本文应用对偶锥的概念和线性锥系统的Farkas引理,给出了一般线性锥系统的Tucker定理.所得结果显示含齐次线性不等式组的线性锥系统和它的对偶系统都存在Tucker定理,且线性系统和一般线性锥系统的表达形式相同.这为进一步研究锥规划提供了便利. For generalizing Tucker Theorem that is one of the basic theories of linear programming to the conic linear system, the paper applies the dual cone and Farksa Lemma of the conic linear system, and proves Tucker Theorem of the conic linear system. The conlusion shows that, to any conic linear system including homogeneous linear inequalities and its dual system, Tucker Theorem exists, and the expressions of Tucher Theorem are the same both in the linear system and in the conic linear system. It offers the convenience for further studying the conic programming.
出处 《华中师范大学学报(自然科学版)》 CAS CSCD 2008年第3期339-342,共4页 Journal of Central China Normal University:Natural Sciences
基金 国家重点基础研究发展规划项目(2002CB410805)
关键词 线性锥系统 对偶锥 FARKAS引理 Tucker定理 conic linear system dual cone Farkas lemma Tucker theorem
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参考文献8

  • 1Halldorsson B, Tutuncu 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.
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  • 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. 被引量:9

二级参考文献17

  • 1迟晓妮,刘三阳.二次锥规划的光滑牛顿法[J].应用数学,2005,18(S1):23-27. 被引量:13
  • 2林惠玲,张圣贵.锥规划的最优解唯一的几何特性[J].闽江学院学报,2005,26(5):5-9. 被引量:11
  • 3[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.
  • 4[2]Lobo M S,Vandenberghe L,Boyd S,et al.Applications of second-order cone programming[J].Linear Alg Appl,1998,284:193-228.
  • 5[5]Tütüncü R H.Optimization in Finance[M].Pittsburgh,USA,Carnegie Mellon University,2003.
  • 6[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.
  • 7Halldorsson 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.
  • 8Lobo M S,Vandenberghe L,Boyd S,et al.Applications of second-order cone programming[J].Linear Alg Appl,1998,284:193-228.
  • 9Tütüncü R H.Optimization in Finance[M].Pittsburgh,USA:Carnegie Mellon University,2003.
  • 10Robert M F,Jorge R V.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.

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