簡易檢索 / 詳目顯示

研究生: 許為明
Hsu, Wei-Ming
論文名稱: 二階錐特徵值互補問題與二階錐二次特徵值互補問題的解
The Solvabilities of SOCEiCP and SOCQEiCP
指導教授: 陳界山
Chen, Jein-Shan
口試委員: 杜威仕
Du, Wei-Shih
柯春旭
Ko, Chun-Hsu
張毓麟
Chang, Yu-Lin
朱亮儒
Chu, Liang-Ju
陳界山
Chen, Jein-Shan
口試日期: 2021/06/22
學位類別: 博士
Doctor
系所名稱: 數學系
Department of Mathematics
論文出版年: 2021
畢業學年度: 109
語文別: 英文
論文頁數: 83
中文關鍵詞: 特徵值二階錐
英文關鍵詞: solvability, eigenvalue, second-order cone
研究方法: 數學推理分析
DOI URL: http://doi.org/10.6345/NTNU202101671
論文種類: 學術論文
相關次數: 點閱:29下載:8
分享至:
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報
  • 本篇論文中,我們研究兩類與二階錐有關的最優化問題,包含二階錐特徵值互補問題及二階錐二次特徵值互補問題。此外,我們將這些問題換成其他架構,並在這些架構上尋找相關的演算法去解決問題。

    In this thesis, we study the solvabilities of two optimization problems associated with second-order cone, including eigenvalue complementarity problem associated with second order cone (SOCEiCP), and quadratic eigenvalue complementarity problem associated with second order cone (SOCQEiCP). Furthermore, we reformulate these problems and provide some algorithms for solving them.

    1 Introduction 1 2 Preliminaries 6 2.1 Some results about Jordan product 6 2.2 B-subdifferential and (strong) semismoothness 7 2.3 The spectral decomposition associated with Kn and the projection onto SOC 8 2.4 Second-order cone complementarity problems 11 2.5 Some SOC complementarity functions 12 2.6 Semismooth Newton Method 14 3 The Solvabilities of SOCEiCP 15 3.1 Existence of solutions of SOCEiCP 15 3.2 A SOCCP reformulation for SOCEiCP 19 3.3 A reformulation for SOCEiCP as SOCCP and SOCLCP 25 3.4 A reformulation of SOCEiCP as a nonsmooth system of equations 29 4 The Solvabilities of SOCQEiCP 31 4.1 Existence of solutions of SOCQEiCP 31 4.2 A SOCCP reformulation for SOCQEiCP 33 4.3 A reformulation for SOCQEiCP as SOCCP and SOCLCP 39 4.4 A reformulation of SOCQEiCP as a nonsmooth system of equations 42 5 The Algorithms for solving SOCEiCP 44 5.1 Newton Method for solving B-differentiable equations which reformulates SOCEiCP 44 5.2 Damped Gauss-Newton Method for solving SOCCP which reformulates SOCEiCP 47 5.3 Semismooth Newton Method for solving a nonsmooth system of equations which reformulates SOCEiCP 49 6 The Algorithms for solving SOCQEiCP 53 6.1 Newton Method for solving B-differentiable equations which reformulates SOCQEiCP 53 6.2 Damped Gauss-Newton Method for solving SOCCP which reformulates SOCQEiCP 55 6.3 Semismooth Newton Method for solving SOCQEiCP 56 7 On going work 60 7.1 Circular Cone Eigenvalue Complementarity Problems 61 7.2 Circular Cone Quadratic Eigenvalue Complementarity Problems 66 7.3 p-order Cone Eigenvalue Complementarity Problems 69 7.4 p-order Cone Quadratic Eigenvalue Complementarity Problems 74 Bibliography 77

    [1] S. Adly, H. Rammal, A new method for solving second-order cone eigenvalue complementarity problems, Journal of Optimization Theory and Applications, vol. 165, issue 1, pp. 563–585, 2015.
    [2] D.P. Bertsekas, Nonlinear programming, 2nd edition, Athena Scientific, Belmont,
    1999.
    [3] J.F. Bonnans,H. Ram´ırez, Perturbation analysis of second-order cone programming problems, Mathematical Programming, vol. 104, issue 2-3, pp. 205-227, 2005.
    [4] C. Br´as, M. Fukushima, A. Iusem, J. J´udice, On the quadratic eigenvalue complementarity problem over a general convex cone, Applied Mathematics and Computation, vol. 271, pp. 391–403, 2015.
    [5] C. Br´as, A. Iusem, J. J´udice, On the quadratic eigenvalue complementarity problem, Journal of Global Optimization, vol. 66, issue 2, pp. 153–171, 2016.
    [6] J.-S. Chen, S.-H. Pan, Semismooth Newton Methods for the Cone spectrum of
    Linear Transformations Relative to Lorentz Cones, Linear and Nonlinear Analysis,
    vol. 1, no. 1, pp. 13-36, 2015.
    [7] J.-S. Chen, S.-H. Pan, A survey on SOC complementarity functions and solution
    methods for SOCPs and SOCCPs, Pacific Journal of Optimization, vol. 8, no. 1, pp.
    33-74, 2012.
    [8] J.-S. Chen, S.-H. Pan, A one-parametric class of merit functions for the secondorder cone complementarity problem, Computational Optimization and Applications, vol. 45, no. 3, pp. 581-606, 2010.
    [9] J.-S. Chen, S.-H. Pan, A descent method for solving reformulation of the secondorder cone complementarity problem, Journal of Computational and Applied Mathematics, vol. 213, no. 2, pp. 547-558, 2008.
    [10] J.-S. Chen, Conditions for error bounds and bounded level sets of some merit functions for SOCCP, Journal of Optimization Theory and Applications, vol. 135, no. 3, pp. 459-473, 2007.
    [11] J.-S. Chen, Two classes of merit functions for the second-order cone complementarity problem, Mathematical Methods of Operations Research, vol. 64, no. 3, pp. 495-519, 2006.
    [12] J.-S. Chen, A new merit function and its related properties for the second-order
    cone complementarity problem, Pacific Journal of Optimization, vol. 2, no. 1, pp.
    167-179, 2006.
    [13] J.-S. Chen, Alternative proofs for some results of vector-valued functions associated with second-order cones, Journal of Nonlinear and Convex Analysis, vol. 6, no. 2, pp. 297-325, 2005.
    [14] F.H. Clarke, Optimization and Nonsmooth Analysis, Wiley, New York, 1983.
    Reprinted by SIAM, Philadelphia, 1990.
    [15] J.-S. Chen, P. Tseng, An unconstrained smooth minimization reformulation of
    second-order cone complementarity problem, Mathematical Programming, vol. 104, no. 2-3, pp. 293-327, 2005.
    [16] J.-S. Chen, X. Chen ,P. Tseng, Analysis of nonsmooth vector-valued functions
    associated with second order cones, Mathematical Programming, vol. 101, issue 1, pp. 95-117, 2004.
    [17] X.D. Chen,D. Sun, J. Sun, Complementarity functions and numerical experiments for second-order cone complementarity problems, Computational Optimization and Applications, Volume 25, issue 1-3, pp. 39–56, 2003.
    [18] L. Fernandes, M. Fukushima, J. J´udice, H. Sherali, The second-order cone
    eigenvalue complementarity problem, Optimization Methods and Software, vol. 31, issue 1, pp. 24–52, 2016.
    [19] R. Fletcher, Practical methods of optimization, Optimization, 2nd edition, Wiley-Interscience, Chichester, 1987.
    [20] J. Faraut, A. Kor´anyi, Analysis on Symmetric Cones, Oxford Mathematical
    Monographs (New York: Oxford University Press), 1994.
    [21] F. Facchinei, C. Kanzow, A nonsmooth inexact Newton method for the solution
    of large-scale nonlinear complementarity problems, Mathematic Programmming, vol. 76, pp. 493-512, 1997.
    [22] M. Fukushima,Z.-Q. Luo, P. Tseng, Smoothing functions for second-order
    cone complementarity problems, SIAM Journal on Optimization, vol.12, issue 2, pp.
    436–460, 2001.
    [23] F. Facchinei and J. Pang, Finite-dimensional Variational Inequalities and Complementarity Problems, Springer, New York, 2003.
    [24] M.S. Gowda, R. Sznajder, J. Tao, P-properties for linear transformations on
    Euclidean Jordan algebras, Linear Algebra and its Applications, vol. 393, pp. 203–232, 2004
    [25] Roger A. Horn, Charles R. Johnson, Matrix Analysis, Cambridge University
    Press, 2nd edition, 1994.
    [26] S. Hayashi, N. Yamashita, M. Fukushima, A combined smoothing and regularization method for monotone second-order cone complementarity problems, SIAM Journal on Optimization, vol. 15, issue 2, pp. 593-615, 2005.
    [27] S. Hayashi, N. Yamashita, M. Fukushima, ARobust Nash equilibria and
    second-order cone complementarity problems, Journal of Nonlinear and Convex Analysis, vol. 6, pp. 283-296, 2005.
    [28] H. Kato, M. Fukushima, An SQP-type algorithm for nonlinear second-order
    cone programs, Optimization Letters, vol. 1, issue 2, pp 129-144, 2007.
    [29] C. Kanzow, I. Ferenczi, M. Fukushima, On the local convergence of semismooth
    Newton methods for linear and nonlinear second-order cone programs without
    strict complementarity, SIAM Journal on Optimization, vol. 20, issue 1, pp. 297–320,
    2009.
    [30] Y. Kanno, A.C. Martins, A. pinto da Costa, Three-dimensional quasistatic
    frictional contact by using second-order cone linear complementarity problem, International Journal for Numerical Methods in Engineering, vol. 65, 62-83, 2006.
    [31] L. Kong, L. Tunel, N. Xiu, Fischer–Burmeister complementarity function on
    Euclidean Jordan algebras, Pacific Journal of Optimization, vol. 6, no. 2, pp. 423-440, 2007.
    [32] M. Mifflin, Semismooth and semiconvex functions in constrained optimization,
    SIAM Journal on Control and Optimization, vol. 15, issue 6, pp. 957–972, 1977.
    [33] X.-H. Miao, Shengjuan Guo, Nuo Qi, J.-S. Chen, Constructions of complementarity functions and merit functions for circular cone complementarity problem, Computational Optimization and Applications, vol. 63, pp. 495–522, 2016.
    [34] X.-H. Miao, Y.-C. Lin, J.-S. Chen, An alternative approach for a distance inequality associated with the second-order cone and the circular cone, Journal of Inequalities and Applications, vol. 2016, Article ID 291, 10 pages, 2016.
    [35] X.-H. Miao, Y. Lu, J.-S. Chen, From symmetric cone optimization to nonsymmetric cone optimization: Spectral decomposition, nonsmooth analysis, and projections onto nonsymmetric cones, Pacific Journal of Optimization, vol. 14, no. 3, pp. 399-419, 2018.
    [36] X.-H. Miao, N. Qi, J.-S. Chen, Projection formula and one type of spectral
    factorization associated with p-order cone, Journal of Nonlinear and Convex Analysis, vol. 18, no. 9, pp. 1699–1705, 2017.
    [37] B. Noble, J.W. Daniel, Applied Linear Algebra, Prentice-Hall, 3rd Edition,1998.
    [38] S.-H. Pan, S. Kum, Y. Lim, J.-S. Chen, On the generalized Fischer-Burmeister
    merit function for the second-order cone complementarity problem, Mathematics of Computation, vol. 83, no. 287, pp.1143-1171, 2014.
    [39] S.-H. Pan, J.-S. Chen, A least-square semismooth Newton method for the second-order cone complementarity problem, Optimization Methods and Software, vol. 26, no. 1, pp. 1-22, 2011.
    [40] S.-H. Pan, J.-S. Chen, A semismooth Newton method for SOCCPs based on a
    one-parametric class of complementarity functions, Computational Optimization and Applications, vol. 45, no. 1, pp. 59-88, 2010.
    [41] S.-H. Pan, J.-S. Chen, A linearly convergent derivative-free descent method for
    the second-order cone complementarity problem, Optimization, vol. 59, no. 8, pp.
    1173-1197, 2010.
    [42] S.-H. Pan, J.-S. Chen, A damped Gauss-Newton method for the second-order cone complementarity problem, Applied Mathematics and Optimization, vol. 59, no. 3, pp. 293-318, 2009.
    [43] S.-H. Pan, J.-S. Chen, A regularization method for the second-order cone complementarity problems with the Cartesian P0-property, Nonlinear Analysis: Theory, Methods and Applications, vol. 70, no. 4, pp. 1475-1491, 2009.
    [44] A. Pinto da Costa, A. Seeger, Cone-constrained eigenvalue problems: theory
    and algorithms, Computational Optimization and Applications, vol.45, issue 1, pp.
    25-47, 2010.
    [45] J.-S. Pang, Newton's method for B-differentiable equations, Mathematics of Operations Research, vol.15, no. 2, pp. 311-341, 1990.
    [46] M. Queiroz, J. J´udice, C. Humes, The symmetric eigenvalue complementarity
    problem, Mathmatics of Computation, vol. 73, no.248 , pp. 1849-1863, 2003.
    [47] L. Qi, J. Sun, A nonsmooth version of Newton's method, Mathematical Programming, vol. 58, issue 1-3, pp. 353–367.
    [48] A. Seeger, Quadratic eigenvalue problems under conic constraints, SIAM Journal on Matrix Analysis and Applications, vol. 32, no.3, pp. 700-721, 2011.
    [49] A. Seeger, Eigenvalue analysis of equilibrium processes defined by linear complementarity conditions, Linear Algebra and its Applications, vol. 292, pp. 1-14, 1999.
    [50] A. Seeger, M. Torki, On eigenvalues induced by a cone constraint, Linear
    Algebra and its Applications,vol. 372, pp. 181–206, 2003
    [51] D. Sun, J. Sun, Strong semismoothness of the Fischer–Burmeister SDC and SOC
    complementarity functions, Mathematical Programming, vol. 103, issue 3, pp. 575-
    581, 2005.
    [52] J. Tao, M. Gowda, Some P-Properties for Nonlinear Transformations on Euclidean Jordan Algebras, Mathematical Methods of Operations Research, vol. 30, no. 4, pp. 985-1004, 2005.
    [53] J. Wu, J.-S. Chen, A proximal point algorithm for the monotone second-order
    cone complementarity problem, Computational Optimization and Applications, vol. 51, no. 3, pp. 1037-1063, 2012.
    [54] H. Yamashita, H. Yabe, A primal-dual interior point method for nonlinear optimization over second order cones, Optimization Methods and Software, vol 24, issue 3, pp. 407–426, 2009.
    [55] Jinchuan, Zhou J.-S., Chen, Properties of circular cone and spectral factorization associated with circular cone, Journal of Nonlinear and Convex Analysis, vol 14, no. 4, pp. 807–816, 2013.

    下載圖示
    QR CODE