一类新的二阶组合切导数及其应用

引进了一种新的切锥,讨论它与相依切锥的关系.借助这种新的切锥引进了一类新的二阶组合切导数,并讨论了它与其他二阶切导数的关系.利用这类新的二阶组合切导数,建立了集值优化分别取得Henig有效元和全局有效元的最优性必要条件.     

一种新的二阶次梯度及其在刻画集值优化弱有效元中的应用

引进了一种新的修正的二阶切锥,借助此切锥针对集值映射引进了一种新的二阶切导数,讨论了它的若干性质.利用此修正的二阶切导数,引进了一种新的在弱有效元意义下的二阶次梯度,并建立了它的一个存在性定理.借助此二阶次梯度给出了集值优化弱有效元的一种新刻画.     

一类新的二阶切导数及其在集值优化中的应用

提出了一种新的二阶切锥,讨论了它与二阶广义相依切集的关系.利用此锥定义了一种新的二阶切导数,讨论了它与二阶广义相依上图切导数的关系.利用Henig扩张锥的性质,给出了集值优化在Henig有效元意义下的二阶最优性必要条件.在近似锥-次类凸假设下给出了Benson真有效元意义下的二阶最优性必要条件.举例说明了本文的主要结论.     

变序结构局部弱非控点的二阶刻画

引进了一种二阶切导数,借助该切导数给出了变序结构集值优化问题取得局部弱非控点的二阶最优性必要条件.在某种特殊情况下,给出了一阶最优性条件.通过修正的Dubovitskij-Miljutin切锥导出的约束规格,给出了两个集值映射之和的二阶相依切导数的关系式,进一步得到目标函数与变锥函数的二阶相依切导数分开形式的最优性必要条件.     

集值向量优化的二阶最优性必要条件

在赋范空间中给出了集值映射的二阶切集的概念,利用二阶切集,定义了集值映射的二阶切导数。然后,获得了集值向量优化问题弱极小元的两个二阶最优性必要条件。     

基于Taylor算子的二元向量切触有理插值

提出了一种基于Taylor算子的二元向量切触有理插值的新方法.首先应用已知的节点定义各阶有理插值基函数,再用相应的向量值和各阶偏导数值建立一种类似二元函数Taylor公式的新型插值算子,最后进行组合运算,得出二元向量一阶、二阶切触有理插值函数的显式表达式,并自然推广到k阶情形,还给出了误差估计.算例表明,该方法计算简单,过程公式化,有应用价值.     

α-阶近似锥-弧连通集值优化弱有效元的最优性条件

引进了α-阶近似锥-弧连通集值映射,举例说明了它是锥-弧连通集值映射的真推广.借助Y-切锥引进了广义Y-切上图导数,讨论了它与广义切上图导数的关系.当目标函数为α-阶近似锥-弧连通集值映射时,得到集值优化取得弱有效元的充分和必要条件.     

集值优化问题的Benson真有效解的广义导数型最优性条件

引进了集值映射关于锥的Clarke切导数, Adjacent切导数与Contingent切导数概念;应用它们导出了具Slater约束规格的集值优化问题的Benson真有效解的广义导数型最优性条件．     

关于混合插值样条

本文中我们提出一类特殊的H-B插值问题,即所谓混合插值.我们首先讨论五次样条,它是将Meir和Sharma的缺插值样条中的二阶导数的逐点插值换成一阶导数与二阶导数的交替插值.然后又讨论了三次样条,将[3]中讨论的(p)型插值改成一阶导数及函数值本身在节点处的交替插值.我们研究了这两类样条的存在、唯一性,并得到了它     

Benson真有效解意义下集值优化问题的最优性条件

引进了集值映射关于锥的(1,α)-阶Clarke切导数,(1,α)-阶Adjacent切导数,(1,α)-阶Contingent切导数概念;应用它们导出了具Slater约束规格的集值优化问题的Benson真有效解的广义Kuhn-Tucker最优性条件．     

On the Second-order Directional Derivatives of Singular Values of Matrices and Symmetric Matrix-valued Functions

The (parabolic) second-order directional derivatives of singular values of matrices and symmetric matrix-valued functions induced by real-valued functions play important roles in studying second-order optimality conditions for different types of matrix cone optimization problems. We propose a direct way to derive the formula for the second-order directional derivative of any eigenvalue of a symmetric matrix in Torki (Nonlinear Anal 46:1133–1150 2001), from which a formula for the second-order directional derivative of any singular value of a matrix is established. We demonstrate a formula for the second-order directional derivative of the symmetric matrix-valued function. As applications, the second-order derivative for the projection operator over the SDP cone is derived and used to get the second-order tangent set of the SDP cone in Bonnans and Shapiro (2000), and the tangent cone and the second-order tangent set of the epigraph of the nuclear norm are given as well.     

奇异值函数的二阶方向导数

本文用一个直接的方法给出了奇异值函数的二阶方向导数公式. 作为应用, 利用这一公式建立了谱范数的上图集合与核范数的上图集合的切锥和二阶切集的具体表达式, 这些表达式在矩阵优化的一阶和二阶最优条件的研究中起着重要作用.     

Parabolic Second-Order Directional Differentiability in the Hadamard Sense of the Vector-Valued Functions Associated with Circular Cones

In this paper, we study the parabolic second-order directional derivative in the Hadamard sense of a vector-valued function associated with circular cone. The vector-valued function comes from applying a given real-valued function to the spectral decomposition associated with circular cone. In particular, we present the exact formula of second-order tangent set of circular cone by using the parabolic second-order directional derivative of projection operator. In addition, we also deal with the relationship of second-order differentiability between the vector-valued function and the given real-valued function. The results in this paper build fundamental bricks to the characterizations of second-order necessary and sufficient conditions for circular cone optimization problems.     

New Second-Order Directional Derivative and Optimality Conditions in Scalar and Vector Optimization

We present a new second-order directional derivative and study its properties. Using this derivative and the parabolic second-order derivative, we establish second-order necessary and sufficient optimality conditions for a general scalar optimization problem by means of the asymptotic and parabolic second-order tangent sets to the feasible set. For the sufficient conditions, the initial space must be finite dimensional. Then, these conditions are applied to a general vector optimization problem obtaining second-order optimality conditions that generalize the differentiable case. For this aim, we introduce a scalarization, and the relationships between the different types of solutions to the vector optimization problem and the scalarized problem are studied. This research was partially supported by the Ministerio de Educación y Ciencia (Spain), under projects MTM2006-02629 and Ingenio Mathematica (i-MATH) CSD2006-00032 (Consolider-Ingenio 2010), and by the Consejería de Educación de la Junta de Castilla y León (Spain), Project VA027B06. The authors are grateful to the anonymous referees for valuable comments and suggestions.     

Second-order Karush–Kuhn–Tucker optimality conditions for set-valued optimization

In this paper, we propose the concept of a second-order composed contingent derivative for set-valued maps, discuss its relationship to the second-order contingent derivative and investigate some of its special properties. By virtue of the second-order composed contingent derivative, we extend the well-known Lagrange multiplier rule and the Kurcyusz–Robinson–Zowe regularity assumption to a constrained set-valued optimization problem in the second-order case. Simultaneously, we also establish some second-order Karush–Kuhn–Tucker necessary and sufficient optimality conditions for a set-valued optimization problem, whose feasible set is determined by a set-valued map, under a generalized second-order Kurcyusz–Robinson–Zowe regularity assumption.     

A chain rule for parabolic second-order epiderivatives

Just as first-order directional derivatives can be associated with concepts of tangent cone, so second-order directional derivatives of parabolic type can be naturally and profitably associated with second-order tangent sets. In this paper, a chain rule is presented for second-order directional derivatives whose corresponding tangent sets satisfy a short list of properties. This chain rule subsumes and sharpens previous results from the calculus of first- and second-order directional derivatives. Corollaries include second-order necessary optimality conditions for nondifferentiable programs.