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1.
周志昂 《运筹学学报》2007,11(3):95-104
在序线性空间中建立了广义半似凸集值映射的择一定理.利用向量闭包,引进了集值优化的Benson真有效解.在广义半似凸的假设下,获得了Benson真有效性意义下的标量化定理,Lagrangian乘子定理和鞍点定理.  相似文献   

2.
拟凸函数判别准则的一个注记   总被引:6,自引:0,他引:6  
我们在上半连续的条件下,给出了拟凸函数的一个新的判别准则,即:凸集上的一个上半连续函数是拟凸的充分必要条件是这个函数是中间拟凸的。  相似文献   

3.
讨论集值向量优化的标量化和鞍点问题.在生成锥内部凸-锥-类凸假设下,建立了集值向量优化问题在(弱)有效和Benson真有效意义下的标量化定理和鞍点定理.  相似文献   

4.
集值映射向量优化问题的ε-真有效解   总被引:2,自引:0,他引:2  
本文讨论集值映射向量优化问题的ε-真有效解。在集值映射为广义锥-次类凸的假设下,建立了这种解的标量化定理,ε-Lagrange乘子定理,ε-真鞍点定理和ε-真对偶性定理。  相似文献   

5.
本文讨论的是集值优化问题Benson真有效解的高阶Fritz John型最优性条件,利用Aubin和Fraukowska引入的高阶切集和凸集分离定理,在锥-似凸映射的假设条件下,获得了带广义不等式约束的集值优化问题Benson真有效解的高阶Fritz John型必要和充分性条件.  相似文献   

6.
该文讨论局部凸空间中的约束集值优化问题. 首先, 在生成锥内部凸-锥-类凸假设下, 建立了Henig真有效解在标量化和Lagrange乘子意义下的最优性条件. 其次, 对集值Lagrange映射引入Henig真鞍点的概念, 并用这一概念刻画了Henig真有效解. 最后, 引入了一个标量Lagrange对偶模型, 并得到了关于Henig真有效解的对偶定理. 另外, 该文所得结果均不需要约束序锥有非空的内部.  相似文献   

7.
非光滑(h,ψ)—半无限规划解的充分性和对偶性   总被引:27,自引:0,他引:27  
本文利用Ben-Tal广义代数运算和广义(h,ψ)-梯度,提出了几类非光滑非凸函数(广义(h,ψ)-凸)概念,研究了这些新广义凸性的一些性质,讨论了这些新广义凸性与一些已有的凸性之间的关系,分别给出了三个(h,ψ)z-伪凸域(h,ψ)z-拟凸但不是凸函数,也不是某些广义凸函数的例子。在ψ是严格递增连续函数,并且ψ(0)=0相当弱的假设下,得到了一类非光滑(h,ψ)-半无限规划的一些最优性充分条件和几个对偶性结果。  相似文献   

8.
提出了一类新的向量值映射——D-η-E-半预不变凸映射,它是E-预不变凸映射与D-η-半预不变凸映射的真推广.首先,用例子说明了E-半不变凸集、D-η-E-半预不变凸映射的存在性;然后,给出了D-η-E-半预不变凸映射的判定定理,并讨论了D-η-E-半预不变凸映射与D-η-E-严格/半严格半预不变凸映射的关系;最后,得到了D-η-E-半严格半预不变凸映射在隐约束优化问题中的一个重要应用,并举例验证了所得结果.  相似文献   

9.
证明了如下结果:设g∶H→H,C H是非空开的g-凸集,g(C)是凸集,f是C上的上半连续函数且存在α∈(0,1),使得f(αg(x)+(1-α)g(y))m ax{f。g(x),f。g(y)},x,y∈C,则f为C上的g-拟凸函数.  相似文献   

10.
研究了锥意义下的半预不变凸性的新性质.首先,对彭再云等的文献(彭再云,李科科,唐平,黄应全.向量值D-半预不变真拟凸映射的判定与性质[J].重庆师范大学学报(自然科学版),2014,31(5):18-25.)中的例4进行了修正,使其满足条件E.然后,给出了条件E1的一个重要性质,并在此基础上结合稠密性结果,分别利用D-半严格半预不变真拟凸性和D-严格半预不变真拟凸性建立了D-半预不变凸性的刻画.最后利用D-半预不变真拟凸性给出了D-半预不变凸性的刻画.  相似文献   

11.
Three constraint qualifications (the weak generalized Robinson constraint qualification, the bounded constraint qualification, and the generalized Abadie constraint qualification), which are weaker than the generalized Robinson constraint qualification (GRCQ) given by Yen (1997) [1], are introduced for constrained Lipschitz optimization problems. Relationships between those constraint qualifications and the calmness of the solution mapping are investigated. It is demonstrated that the weak generalized Robinson constraint qualification and the bounded constraint qualification are easily verifiable sufficient conditions for the calmness of the solution mapping, whereas the proposed generalized Abadie constraint qualification, described in terms of graphical derivatives in variational analysis, is weaker than the calmness of the solution mapping. Finally, those constraint qualifications are written for a mathematical program with complementarity constraints (MPCC), and new constraint qualifications ensuring the C-stationary point condition of a MPCC are obtained.  相似文献   

12.
We introduce a relaxed version of the constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints (MPEC). This condition is weaker but easier to check than the MPEC constant positive linear dependence constraint qualification, and stronger than the MPEC Abadie constraint qualification (thus, it is an MPEC constraint qualification for M-stationarity). Neither the new constraint qualification implies the MPEC generalized quasinormality, nor the MPEC generalized quasinormality implies the new constraint qualification. The new one ensures the validity of the local MPEC error bound under certain additional assumptions. We also have improved some recent results on the existence of a local error bound in the standard nonlinear program.  相似文献   

13.

We introduce three new constraint qualifications for nonlinear second order cone programming problems that we call constant rank constraint qualification, relaxed constant rank constraint qualification and constant rank of the subspace component condition. Our development is inspired by the corresponding constraint qualifications for nonlinear programming problems. We provide proofs and examples that show the relations of the three new constraint qualifications with other known constraint qualifications. In particular, the new constraint qualifications neither imply nor are implied by Robinson’s constraint qualification, but they are stronger than Abadie’s constraint qualification. First order necessary optimality conditions are shown to hold under the three new constraint qualifications, whereas the second order necessary conditions hold for two of them, the constant rank constraint qualification and the relaxed constant rank constraint qualification.

  相似文献   

14.
For the classical nonlinear program, two new relaxations of the Mangasarian–Fromovitz constraint qualification are discussed and their relationship with some standard constraint qualifications is examined. In particular, we establish the equivalence of one of these constraint qualifications with the recently suggested by Andreani et al. Constant rank of the subspace component constraint qualification. As an application, we make use of this new constraint qualification in the local analysis of the solution map to a parameterized equilibrium problem, modeled by a generalized equation.  相似文献   

15.
In this paper, we study several types of basic constraint qualifications in terms of Clarke/Fréchet coderivatives for generalized equations. Several necessary and/or sufficient conditions are given to ensure these constraint qualifications. It is proved that basic constraint qualification and strong basic constraint qualification for convex generalized equations can be obtained by these constraint qualifications, and the existing results on constraint qualifications for the inequality system can be deduced from the given conditions in this paper. The main work of this paper is an extension of the study on constraint qualifications from inequality systems to generalized equations.  相似文献   

16.
In this paper, we study necessary optimality conditions for nonsmooth mathematical programs with equilibrium constraints. We first show that, unlike the smooth case, the mathematical program with equilibrium constraints linear independent constraint qualification is not a constraint qualification for the strong stationary condition when the objective function is nonsmooth. We then focus on the study of the enhanced version of the Mordukhovich stationary condition, which is a weaker optimality condition than the strong stationary condition. We introduce the quasi-normality and several other new constraint qualifications and show that the enhanced Mordukhovich stationary condition holds under them. Finally, we prove that quasi-normality with regularity implies the existence of a local error bound.  相似文献   

17.
《Optimization》2012,61(6):619-636
Motivated by a recent method introduced by Kanzow and Schwartz [C. Kanzow and A. Schwartz, A new regularization method for mathematical programs with complementarity constraints with strong convergence properties, Preprint 296, Institute of Mathematics, University of Würzburg, Würzburg, 2010] for mathematical programs with complementarity constraints (MPCCs), we present a related regularization scheme for the solution of mathematical programs with vanishing constraints (MPVCs). This new regularization method has stronger convergence properties than the existing ones. In particular, it is shown that every limit point is at least M-stationary under a linear independence-type constraint qualification. If, in addition, an asymptotic weak nondegeneracy assumption holds, the limit point is shown to be S-stationary. Second-order conditions are not needed to obtain these results. Furthermore, some results are given which state that the regularized subproblems satisfy suitable standard constraint qualifications such that the existing software can be applied to these regularized problems.  相似文献   

18.
Modelling of convex optimization in the face of data uncertainty often gives rise to families of parametric convex optimization problems. This motivates us to present, in this paper, a duality framework for a family of parametric convex optimization problems. By employing conjugate analysis, we present robust duality for the family of parametric problems by establishing strong duality between associated dual pair. We first show that robust duality holds whenever a constraint qualification holds. We then show that this constraint qualification is also necessary for robust duality in the sense that the constraint qualification holds if and only if robust duality holds for every linear perturbation of the objective function. As an application, we obtain a robust duality theorem for the best approximation problems with constraint data uncertainty under a strict feasibility condition.  相似文献   

19.
In this paper we consider a mathematical program with equilibrium constraints (MPEC) formulated as a mathematical program with complementarity constraints. Various stationary conditions for MPECs exist in literature due to different reformulations. We give a simple proof to the M-stationary condition and show that it is sufficient for global or local optimality under some MPEC generalized convexity assumptions. Moreover, we propose new constraint qualifications for M-stationary conditions to hold. These new constraint qualifications include piecewise MFCQ, piecewise Slater condition, MPEC weak reverse convex constraint qualification, MPEC Arrow-Hurwicz-Uzawa constraint qualification, MPEC Zangwill constraint qualification, MPEC Kuhn-Tucker constraint qualification, and MPEC Abadie constraint qualification.  相似文献   

20.
Dual characterizations of the containment of a convex set with quasiconvex inequality constraints are investigated. A new Lagrange-type duality and a new closed cone constraint qualification are described, and it is shown that this constraint qualification is the weakest constraint qualification for the duality.  相似文献   

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