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1.
本文讨论无限维向量最优化问题的Lagrange对偶与弱对偶,建立了若干鞍点定理与弱鞍点定理.作为研究对偶问题的工具,建立了一个新的择一定理.  相似文献   

2.
A theorem of the alternative is stated for generalized systems. It is shown how to deduce, from such a theorem, known optimality conditions like saddle-point conditions, regularity conditions, known theorems of the alternative, and new ones. Exterior and interior penalty approaches, weak and strong duality are viewed as weak and strong alternative, respectively.  相似文献   

3.
In this study we present an important theorem of the alternative involving convex functions and convex cones. From this theorem we develop saddle value optimality criteria and stationary optimality criteria for convex programs. Under suitable constraint qualification we obtain a generalized form of the Kuhn-Tucker conditions. We also use the theorem of the alternative in developing an important duality theorem. No duality gaps are encountered under the constraint qualification imposed earlier and the dual problem always possesses a solution. Moreover, it is shown that all constraint qualifications assure that the primal problem is stable in the sense used by Gale and others. The notion of stability is closely tied up with the positivity of the lagrangian multiplier of the objective function.  相似文献   

4.
关于向量集值优化的Benson真有效性   总被引:6,自引:0,他引:6  
对广义锥次数凸向量集值优化问题Benson真有效性解的标量化问题进行了研究,借助于一种新的择一性定理建立了广义锥次类凸向是集值优化问题Benson真有效解的Lagrange乘子型定理并讨论了乘子型对偶问题。  相似文献   

5.
Recently Bapat applied a topological theorem of Kronecker and generalized a theorem of Sinkhorn on positive matrices. Here we give an alternative proof of a slightly stronger version of his generalization. This proof combines Kakutani's fixed point theorem and the duality theorem of linear programming and gives yet another proof of a theorem of Bacharach and Menon on pairs of nonnegative matrices.  相似文献   

6.
熵正则化方法与指数(乘子)罚函数法之间的关系   总被引:1,自引:0,他引:1  
由于极大极小问题在许多科学与工程中有着重要应用,特别是形如max的函数频繁地出现在各类数值分析和优化问题中,因此对于求解该类问题的算法研究长久不衰,这些算法一般分为两大类:一类是直接法,其算法设计仅以有效地求解原问题(P)为目的;另一类是间接法,其算法以找一个能够替代不可微max函数φ(x)的光滑函数为目的,故这类算法被称为光滑化方法,文[1,2]中的熵正则化方法就属于光滑化方法范畴。  相似文献   

7.
An extension lemma, which is equivalent to the generalized Gordan's theorem of the alternative, due to Fan, Glicksberg, and Hoffman, is applied to present a duality theory for a general class of homogeneous programs, with and without a constraint qualification of Slater type. In addition, an existence theorem for optimal solutions of homogeneous programs is given.The author thanks an anonymous referee for valuable suggestions about an earlier draft of this paper.  相似文献   

8.
本文建立了目标和约束为不对称的群体多目标最优化问题的Lagrange对偶规划,在问题的联合弱有效解意义下,得到群体多目标最优化Lagrange型的弱对偶定理、基本对偶定理、直接对偶定理和逆对偶定理。  相似文献   

9.
Farkas’ Lemma is a foundational result in linear programming, with implications in duality, optimality conditions, and stochastic and bilevel programming. Its generalizations are known as theorems of the alternative. There exist theorems of the alternative for integer programming and conic programming. We present theorems of the alternative for conic integer programming. We provide a nested procedure to construct a function that characterizes feasibility over right-hand sides and can determine which statement in a theorem of the alternative holds.  相似文献   

10.
超有效意义下向量集值优化修整的Lagrange乘子型对偶   总被引:2,自引:0,他引:2  
给出了一类加细的向量集值优化超有效解的最优性条件,由此给出了一种改进的Lagrange乘子型对偶,并建立了对偶的弱定理,正定理及逆定理。  相似文献   

11.
利用对称空间的对偶性,本文建立局部强凸对称等仿射球之集与某复空间形式中的极小对称Lagrange子流形之集间的对应关系,在自然定义的等价意义下,这是一一对应关系.作为这种对应关系的直接应用,本文用完全不同的方法重新证明胡泽军等人最近建立的一个重要定理.该定理对具有平行Fubini-Pick形式的局部强凸等仿射球进行了完全分类.  相似文献   

12.
王建宏 《大学数学》2011,27(1):29-34
考虑目标函数是线性函数约束条件为线性矩阵不等式的LMI优化问题,讨论了LMI优化问题中的四个择一性定理.每种类型的择一性定理包含两个线性不等式和(或)等式系统,一个原始系统和一个对偶系统.弱择一性定理说明两系统中至多只有其一有解;基于凸集分离理论得到的强择一性定理说明两系统有且仅有其一有解.并在此基础上推导了LMI优化...  相似文献   

13.
Under generalized cone-subconvexlikeness for vector-valued mappings in locally-convex Hausdorff topological vector spaces, a Gordan-form alternative theorem is derived. Some characterizations of the Benson proper efficiency under this generalized convexity are established in terms of scalarization, Lagrangian multipliers, saddle-point criterion, and duality.  相似文献   

14.
非凸向量集值优化Benson真有效解的最优性条件与对偶   总被引:7,自引:0,他引:7  
在无需偏序锥内部非空的情况下给出了非凸约束向量集值优化Benaon真有效解一种加细的最优性条件,并建立了向量集值优化Benson真有效解一种改进的Lagrange乘子型对偶,它比已有的Lagrange乘子型对偶具有较好的对偶性。  相似文献   

15.
A duality theorem is formulated for noncommutative association schemes. This duality theorem contains as special cases (1) the Delsarte-Tamaschke duality theorem (which was essentially obtained by Kawala in 1942) for commutative association schemes, and (2) the Tannaka-Krein duality theorem for arbitrary finite groups.  相似文献   

16.
An analogous duality theorem to that for Linear Programming is presented for systems of linear congruences. It is pointed out that such a system of linear congruences is a relaxation of an Integer Programming model (for which the duality theorem does not hold). Algorithms are presented for both the resulting primal and dual problems. These algorithms serve to give a constructive proof of the duality theorem.  相似文献   

17.
We present an elementary proof of the Karush–Kuhn–Tucker Theorem for the problem with nonlinear inequality constraints and linear equality constraints. Most proofs in the literature rely on advanced optimization concepts such as linear programming duality, the convex separation theorem, or a theorem of the alternative for systems of linear inequalities. By contrast, the proof given here uses only basic facts from linear algebra and the definition of differentiability.  相似文献   

18.
We establish the necessary and sufficient optimality conditions on a nondifferentiable minimax fractional programming problem. Subsequently, applying the optimality conditions, we constitute two dual models: Mond-Weir type and Wolfe type. On these duality types, we prove three duality theorems??weak duality theorem, strong duality theorem, and strict converse duality theorem.  相似文献   

19.
在I型弧连通和广义I型弧连通假设下,建立了极大极小分式优化问题的对偶模型,并提出了弱对偶定理、强对偶定理和严格逆对偶定理.  相似文献   

20.
We establish duality and vanishing results for the cohomology of the Weil group of a p-adic field. Among them is a duality theorem for finitely generated modules, which implies Tate–Nakayama Duality. We prove comparison results with Galois cohomology, which imply that the cohomology of the Weil group determines that of the Galois group. When the module is defined by an abelian variety, we use these comparison results to establish a duality theorem analogous to Tate?s duality theorem for abelian varieties over p-adic fields.  相似文献   

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