不可微多目标优化

本文首先说明了什么是不呆微多目标优化问题，然后概括性地介绍了多目标优化研究的主要内容，在此基础上，对不可微多目标优化的主要结果和内容加以综述。     

Duality for Set-Valued Multiobjective Optimization Problems. Part 2: Optimal Control

The present paper is a continuation of a paper by Azimov (J. Optim. Theory Appl. 2007, accepted), where we derived duality relations for some general multiobjective optimization problems which include convex programming and optimal control problems. As a consequence, we established duality results for multiobjective convex programming problems. In the present paper (Part 2), based on Theorem 3.2 of Azimov (J. Optim. Theory Appl. 2007, accepted), we establish duality results for several classes of multiobjective optimal control problems.     

Constraint Qualifications in Nonsmooth Multiobjective Optimization

For an inequality constrained nonsmooth multiobjective optimization problem involving locally Lipschitz functions, stronger KT-type necessary conditions and KT necessary conditions (which in the continuously differentiable case reduce respectively to the stronger KT conditions studied recently by Maeda and the usual KT conditions) are derived for efficiency and weak efficiency under several constraint qualifications. Stimulated by the stronger KT-type conditions, the notion of core of the convex hull of the union of finitely many convex sets is introduced. As main tool in the derivation of the necessary conditions, a theorem of the alternatives and a core separation theorem are also developed which are respectively extensions of the Motzkin transposition theorem and the Tucker theorem.     

Necessary Conditions for Nonsmooth,Infinite-Horizon,Optimal Control Problems

Necessary conditions are proved for deterministic nonsmooth optimal control problems involving an infinite horizon and terminal conditions at infinity. The necessary conditions include a complete set of transversality conditions.     

A Solution Method for a Special Class of Nondifferentiable Unconstrained Optimization Problems

We consider quasidifferentiable functions in the sense of Demyanov and Rubinov, i. e. functions, which are directionally differentiable and whose directional derivative can be expressed as a difference of two sublinear functions, so that its subdifferential, called the quasidifferential, consists of a pair of sets. For these functions a generalized gradient algorithm is proposed. Its behaviour is studied in detail for the special class of continuously subdifferentiable functions. Numerical test results are given. Finally, the general quasidifferentiable case is simulated by means of perturbed subdifferentials, where we make use of the non-uniqueness in the quasidifferential representation.     

First and Second-Order Optimality Conditions for Convex Composite Multiobjective Optimization

Multiobjective optimization is a useful mathematical model in order to investigate real-world problems with conflicting objectives, arising from economics, engineering, and human decision making. In this paper, a convex composite multiobjective optimization problem, subject to a closed convex constraint set, is studied. New first-order optimality conditions for a weakly efficient solution of the convex composite multiobjective optimization problem are established via scalarization. These conditions are then extended to derive second-order optimality conditions.     

连续铸钢的最优控制数学模型(英)

本文为连续铸钢建立了较为实际的最优控制模型．应用背景是控制钢的冷却过程以保证钢的质量．通过模型，问题被转化为求最优的热交换系数使得某个目标泛函达到极小．状态方程用相松弛法求解．通过引入共轭状态方程，可求得该目标泛函的梯度，然后按Armijo的框架设计了优化算法．数值试验表明优化效果令人满意．在最后一节，改进了原算法，使得优化效率大大提高．     

Generalized Homotopy Approach to Multiobjective Optimization

This paper proposes a new generalized homotopy algorithm for the solution of multiobjective optimization problems with equality constraints. We consider the set of Pareto candidates as a differentiable manifold and construct a local chart which is fitted to the local geometry of this Pareto manifold. New Pareto candidates are generated by evaluating the local chart numerically. The method is capable of solving multiobjective optimization problems with an arbitrary number k of objectives, makes it possible to generate all types of Pareto optimal solutions, and is able to produce a homogeneous discretization of the Pareto set. The paper gives a necessary and sufficient condition for the set of Pareto candidates to form a (k-1)-dimensional differentiable manifold, provides the numerical details of the proposed algorithm, and applies the method to two multiobjective sample problems.     

非光滑多目标规划的最优性

本文给出了一种新的右上导数定义,利用这一右上导数定义了几类广义凸性条件,进而讨论了非光滑多目标规划的最优性．包括Ｆｒｉｔｚ－Ｊｏｈｎ条件和Ｋｕｈｎ－Ｔｕｃｋｅｒ条件．     

Approximation of a Two-phase Continuous Casting Stefan Problem

The continuous casting Stefan problem is a mathematical model describing the solidification with convection of a material being cast continuously with a prescribed velocity. We propose a practical piecewise linear finite element scheme motivated by the characteristic finite element method and derive an error estimate for the scheme which is of the same convergence order as that proved for Stefan problem without convection.