运筹学

矩阵优化扰动性分析的若干进展

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  • 1.中国科学院数学与系统科学研究院, 北京 100190

收稿日期: 2017-08-15

  网络出版日期: 2017-12-15

基金资助

国家自然科学基金 (Nos. 11671387, 11301515)

Preemptive online algorithms for scheduling

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  • 1.  Academy of Mathematics and Systems Science,  Chinese Academy of Sciences, Beijing 100190, China

Received date: 2017-08-15

  Online published: 2017-12-15

摘要

由于近年来实际问题特别是大数据应用的发展, 矩阵优化问题越来越得到优化研究者, 甚至是其他领域的研究者的高度关注, 成为热点问题. 优化问题的扰动性分析是优化理论研究的基础与核心, 为包括算法设计在内的优化研究提供重要的理论基础. 由于矩阵优化问题的非多面体性, 使得相应扰动分析理论的研究本质上与经典的多面体优化问题(非线性规划)不同. 结合文献~[1,2], 简要介绍矩阵优化扰动性分析方面取得的若干最新进展.

本文引用格式

丁超 . 矩阵优化扰动性分析的若干进展[J]. 运筹学学报, 2017 , 21(4) : 103 -117 . DOI: 10.15960/j.cnki.issn.1007-6093.2017.04.007

Abstract

Matrix optimization problems (MOPs) have been recognized in recent years to be a powerful tool to model many important applications arising from emerging fields such as data science  {within and beyond the optimization community}. Perturbation analysis of optimization problems play a fundamental and crucial role in optimization, which provided important theoretical foundation for algorithm designing and others. Science MOPs are non-polyhedral, the corresponding analysis is totally different from that of the classical polyhedral case (e.g., the nonlinear programming). Basing on results obtained in [1,2], we summary the recent progress on perturbation analysis of MOPs.

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