二次凸规划的广义Fenchel定理与最优性条件

摘要

使用导出的广义Fenchel对偶理论,获得了带有二次凸约束的二次凸规划问题的广义对偶形式和定理及其Kuhn-Tucker条件.进一步建立了Celis-Dennis-Tapia的信赖域子问题的对偶形式和最优性条件.%Using the generalized Fenchel's duality theory,we derive generalized duality theorems and related Kuhn-Tucker conditions for the minimization of a convex quadratic with some quadratic constraints．Further,we establish the duality programming and optimality conditions of the Celis-Dennis-Tapia trust region problem.