共查询到19条相似文献,搜索用时 78 毫秒
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本文考虑了由教育最成投资问题导出的一类不可微规划,讨论了可行解是最优解的充要条件,在对乘子作某些假设下,利用Kuh-Tucker定理给出了求解的一种多项式算法。 相似文献
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本文将极大熵逼近方法和不动点计算方法有机地结合,提出了一种不可微规划计算方法.该方法同样也适用于求解可微规划,而后给出了该方法的收敛性 相似文献
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D. S. Kim S. J. Kim PhD Student M. H. Kim 《Journal of Optimization Theory and Applications》2006,129(1):131-146
In this paper, we consider a class of nondifferentiable multiobjective fractional programs in which each component of the
objective function contains a term involving the support function of a compact convex set. We establish necessary and sufficient
optimality conditions and duality results for weakly efficient solutions of nondifferentiable multiobjective fractional programming
problems.
This work was supported by Grant R01-2003-000-10825-0 from the Basic Research Program of KOSEF. 相似文献
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A unified higher-order dual for a nondifferentiable minimax programming problem is formulated. Weak, strong and strict converse
duality theorems are discussed involving generalized higher-order (F,α,ρ,d)-Type I functions.
The research of second author was supported by the Department of Atomic Energy, Government of India, under the NBHM Post Doctoral
Fellowship Program 40/9/2005-R&D II/2398. 相似文献
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本文给出了一类线性约束下不可微量优化问题的可行下降方法,这类问题的目标函数是凸函数和可微函数的合成函数,算法通过解系列二次规划寻找可行下降方向,新的迭代点由不精确线搜索产生,在较弱的条件下,我们证明了算法的全局收敛性 相似文献
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本文提出了一个带非线性约束的凸不可微规划的邻近控制簇算法,并给出了一种加权技术.在Slater约束规格满足的条件下,证明了算法的整体收敛性.数字例子表明,该算法是处理该类问题的一种有效方法. 相似文献
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A nonconvex generalized semi-infinite programming problem is considered, involving parametric max-functions in both the objective and the constraints. For a fixed vector of parameters, the values of these parametric max-functions are given as optimal values of convex quadratic programming problems. Assuming that for each parameter the parametric quadratic problems satisfy the strong duality relation, conditions are described ensuring the uniform boundedness of the optimal sets of the dual problems w.r.t. the parameter. Finally a branch-and-bound approach is suggested transforming the problem of finding an approximate global minimum of the original nonconvex optimization problem into the solution of a finite number of convex problems. 相似文献
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介绍了模糊数学和整数规划的背景、现状、以及发展趋势,并以模糊结构元理论定义了梯形模糊加权序,进一步证明了模糊整数规划模型的最优解等价于整数规划模型的最优解,再利用整数规划模型的最优解的求解方法求解模糊整数规划模型的最优解,最后,通过算例验证方法的可行性. 相似文献
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1.IntroductionAsweknow,theerroralwaysexistsinmeasurementanditisnormallydistributed,soweconsideraprobabilisticconstrainedprogrammingasbelow:WhereAeRTxnisastochaJsticmatrix,A1)A2,...,A.aretherowsofAandeachAinormallydistributedwithmeanmiandcovariancematrixDi,BER"x"isdeterministicmatrix,xisann-dimensionaldecisionvariable,b,c,daredeterministicvectorsofdimensionrtnfmrespectively,pisconstantreliabilitylevel,1相似文献
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多目标线性规划的一种交互式单纯形算法 总被引:1,自引:0,他引:1
本文基于分析有效极点解的有效变量的特点以及在有效点处各个目标函数的数值来得到改进的搜索方向的研究思想,提出了求解目标函数和约束均为线性的多目标线性规划问题的一种交互式算法。该方法可以保证每一步得到的解均为有效极点解,且根据决策者的偏好不断得到改进,直至最终得到满意的最终解。 相似文献
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