一类两阶段自适应鲁棒多目标规划的对偶性刻画

该文主要研究一类目标函数和约束函数均具有谱面不确定数据的两阶段自适应鲁棒多目标规划问题.首先,建立具有仿射自适应变量的两阶段自适应鲁棒多目标规划问题的Farkas引理.随后,引入该多目标规划问题的半定规划对偶问题.最后,借助该Farkas引理,刻画它们之间的对偶性质.     

多目标规划ακ-较多有效解集的连通性

本文首先讨论多目标规划问题中带参数的ακ-较多有效解集和最优解集的有关性质.在此基础上,研究向量目标函数在Hακ-拟凸的条件下多目标规划问题的有效解集和最优解集的连通性.     

一种多目标条件风险值数学模型

研究了一种多目标条件风险值(CVaR)数学模型理论.先定义了一种多目标损失函数下的α-VaR和α-CVaR值,给出了多目标CVaR最优化模型.然后证明了多目标意义下的α-VaR和α-CVaR值的等价定理,并且给出了对于多目标损失函数的条件风险值的一致性度量性质.最后,给出了多目标CVaR模型的近似求解模型.     

一类非光滑多目标规划问题的最优性条件

研究了一类非光滑多目标规划问题.这类多目标规划问题的目标函数为锥凸函数与可微函数之和,其约束条件是Euclidean空间中的锥约束.在满足广义Abadie约束规格下,利用广义Farkas引理和多目标函数标量化,给出了这一类多目标规划问题的锥弱有效解最优性必要条件.     

复合凸优化问题的Fenchel-Lagrange强对偶之研究

利用共轭函数的上图性质,引入新的约束规范条件,等价刻画了目标函数为凸函数与凸复合函数之和的复合优化问题及其Fenchel-Lagrange对偶问题之间的强对偶与稳定强对偶.     

规划问题常见的目标函数分析

规划问题是高中阶段直线的一个重要应用.规划问题有三要素:变量,可行域,目标函数.规划问题综合了平面知识、不等式性质、代数式的几何意义等很多方面,对培养学生的综合能力有着重要的作用.笔者整理近几年涉及到规划问题中常见的目标函数,汇总得到四种常见类型的目标函     

一类弱线性二层多目标规划的罚函数方法

本文研究了一类线性二层多目标规划(上层为单目标、下层为多目标)"悲观最优解"的求解问题.利用罚函数方法给出了该类问题"悲观最优解"的存在性定理,证明了罚函数的精确性,同时设计了相应的罚函数算法.数值结果表明所设计的罚函数方法是可行的.     

替代产品的动态库存决策与控制

考虑了替代产品的动态库存决策与控制问题,建立了替代产品的多周期动态库存决策与控制模型.得到了目标函数的一些重要性质,给出了系统最优参数的求解算法,利用动态规划方法对系统的库存参数进行了优化求解.     

多面体集下多目标优化问题近似解的若干性质

研究了多目标优化问题的近似解. 首先证明了多面体集是 co-radiant集,并证明了一些性质. 随后研究了多面体集下多目标优化问题近似解的特殊性质.     

多目标规划求解中修正权系数的方法

我们利用 p级数方法求解多目标规划问题 MOP,并用分层法的思想确定权系数 .求解多目标规划问题 MOP就相当于求解分层的多目标规划问题 L SP.这样 ,我们就可以确定这个函数的目标函数解 ,如果这个解不是满足决策者要求的 Pareto有效解 ,就改变原 MOP问题的权系数。我们就用这个迭代的方法求解多目标规划问题 MOP。     

非光滑多目标规划的不动点算法(英)

本文讨论不动点算法在非光滑多目标规划中的应用，得到了一些新的最优性条件以及不动点与非光滑多目标的解之间的关系，并且给出了解非光滑多目标规划的不动点算法的收敛性．     

On computational methods for solutions of multiobjective linear production programming games

In this paper we consider a production model in which multiple decision makers pool resources to produce finished goods. Such a production model, which is assumed to be linear, can be formulated as a multiobjective linear programming problem. It is shown that a multi-commodity game arises from the multiobjective linear production programming problem with multiple decision makers and such a game is referred to as a multiobjective linear production programming game. The characteristic sets in the game can be obtained by finding the set of all the Pareto extreme points of the multiobjective programming problem. It is proven that the core of the game is not empty, and points in the core are computed by using the duality theory of multiobjective linear programming problems. Moreover, the least core and the nucleolus of the game are examined. Finally, we consider a situation that decision makers first optimize their multiobjective linear production programming problem and then they examine allocation of profits and/or costs. Computational methods are developed and illustrative numerical examples are given.     

完全分层多目标规划的基线算法

本文采用基线算法求解完全分层多目标规划问题。给出了简单完全分层多目标规划基线算法的求解步骤，并对其进行了修正，从而得到完全分层多目标规划的宽容基线算法。并给出了两个计算实例。     

A Solution Concept for Fuzzy Multiobjective Programming Problems Based on Convex Cones

A solution concept for fuzzy multiobjective programming problems based on ordering cones (convex cones) is proposed in this paper. The notions of ordering cones and partial orderings on a vector space are essentially equivalent. Therefore, the optimality notions in a real vector space can be elicited naturally by invoking a concept similar to that of the Pareto-optimal solution in vector optimization problems. We introduce a corresponding multiobjective programming problem and a weighting problem of the original fuzzy multiobjective programming problem using linear functionals so that the optimal solution of its corresponding weighting problem is also the Pareto-optimal solution of the original fuzzy multiobjective programming problem.     

AnUV-algorithm for semi-infinite multiobjective programming

In this paper, we give an application ofUV-decomposition method of convex programming to multiobjective programming, and offer a new algorithm for solving semi-infinite multiobjective programming. Finally, the superlinear convergence of the algorithm is proved.     

On fuzzy random multiobjective quadratic programming

In this paper, a multiobjective quadratic programming problem having fuzzy random coefficients matrix in the objective and constraints and the decision vector are fuzzy pseudorandom variables is considered. First, we show that the efficient solutions of fuzzy quadratic multiobjective programming problems are resolved into series-optimal-solutions of relative scalar fuzzy quadratic programming. Some theorems are proved to find an optimal solution of the relative scalar quadratic multiobjective programming with fuzzy coefficients, having decision vectors as fuzzy variables. At the end, numerical examples are illustrated in the support of the obtained results.     

Efficiency Conditions and Duality for a Class of Multiobjective Fractional Programming Problems

A class of constrained multiobjective fractional programming problems is considered from a viewpoint of the generalized convexity. Some basic concepts about the generalized convexity of functions, including a unified formulation of generalized convexity, are presented. Based upon the concept of the generalized convexity, efficiency conditions and duality for a class of multiobjective fractional programming problems are obtained. For three types of duals of the multiobjective fractional programming problem, the corresponding duality theorems are also established.     

Another approach to multiobjective programming problems withF-convex functions

In this paper, optimality conditions for multiobjective programming problems havingF-convex objective and constraint functions are considered. An equivalent multiobjective programming problem is constructed by a modification of the objective function. Furthermore, anF—Lagrange function is introduced for a constructed multiobjective programming problem, and a new type of saddle point is introduced. Some results for the new type of a saddle point are given.     

Banach空间中多目标规划的局部有效解的必要条件

本文对Ｂａｎａｃｈ 空间中的多目标规划的局部有效解提出Ｆｒｉｔｚ Ｊｏｈｎ 必要条件和Ｋｕｈｎ－Ｔｕｃｋｅｒ必要条件,并且证明了多目标规划的Ｌａｇｒａｎｇｅ 正则性等价于一个标量规划问题的Ｌａｇｒａｎｇｅ 正则性．     

求解多目标问题的积分型算法的最优性条件

本文把修正的积分水平集法与多目标分层序列法相结合,在文[9]给出的一 种求解多目标最优化的积分型实现算法的基础上提出了相关均值与相关方差的概念,并证 明了与相关均值和相关方差有关的多目标全局有效解存在的充要条件和全局弱有效解存 在的充分条件,即最优性条件．