半定规划的灵敏度分析-运筹学与控制论专业论文.docxVIP

I I 摘 要 半定规划是线性规划的推广，是数学规划方面相对较新的研究方向。随着 线性规划的内点算法成功的推广到半定规划上，近年来半定规划的理论和算法都 取得了重要进展，并在组合优化，控制论，系统论，移动通信等领域得到了广泛 的应用。 本文分为五章：第一章介绍了半定规划的发展历史和应用领域，并总结了目 前求解半定规划的主要思想和方法；第二章给出了本文要用到的数学知识，包括 半定规划的相关概念，半定规划的对偶理论和内点算法，以及线性规划的灵敏度 分析；第三章讨论了基于内点算法的半定规划的灵敏度分析，并重点研究了三种 方向的情形；第四章对半定规划的 ??灵敏度分析进行了讨论；第五章对本文内容 进行了小结和展望。 关键词： 半定规划；对偶理论；内点算法；灵敏度分析 I II Abstract Semide?nite programming(SDP) is an extension of linear programming, It is a new research ?eld in mathematical programming. In recent years,the interior point method was extended to the ?led of semide?nite programming, the theory and algorithm for SDP have developed greatly, and its numerous applications are found in combinatorial optimization, cybernetics, system engineering, mobile communications. This paper is divided into ?ve parts. In the ?rst part, We introduce the development and application of the semide?nite programming, summarize some main thoughts and methods on solving semide?nite programming. In the second chapter, We introduce some knowledge which we’ll use after, including relevant concepts, duality theory and interior point algorithm on semide?nite program- ming,and sensitivity analysis on linear programming. In the third chapter, we study sensitivity analysis in semide?nite programming using interior-point meth- ods, And we give numerical examples. In the forth chapter, We develop an imple- mentation of the generic ??- sensitivity analysis under perturbations of either the right-hand side or the cost parameters. At last, The paper is concluded. Keywords: Semide?nite programming; Duality theory;Interior-point methods; Sensitivity analysis PAGE PAGE III 目 录 第 一 章 绪 论 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 第 二 章 预 备 知 识 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.1 基本概念 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.