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一类不可微广义分式规划的K-T型必要条件
引用本文:罗和治,吴惠仙,朱艺华. 一类不可微广义分式规划的K-T型必要条件[J]. 运筹学学报, 2006, 10(1): 99-106
作者姓名:罗和治  吴惠仙  朱艺华
作者单位:1. 浙江工业大学应用数学系;上海大学数学系
2. 杭州电子科技大学理学院
3. 浙江工业大学经贸学院
基金项目:浙江省自然科学基金(602095),国家自然科学基金(60473097)资助.
摘    要:
本文对一类在Rn的开子集X上的非线性不等式约束的广义分式规划问题: 目标函数中的分子是可微函数与凸函数之和而分母是可微函数与凸函数之差,且约束函数是可微的,在Abadie约束品性或Calmness约束品性下,给出了最优解的Kuhn-Tucker 型必要条件,所得结果改进和推广了已有文献中的相应结果.

关 键 词:运筹学  不可微广义分式规划  Kuhn-Tucker型必要条件  约束品性
收稿时间:2002-09-29
修稿时间:2002-09-29

K-T Type Necessary Conditions for a Class of Nondifferentiable Minimax Fractional Programming
Luo Hezhi,Wu Huixian,Zhu Yihua. K-T Type Necessary Conditions for a Class of Nondifferentiable Minimax Fractional Programming[J]. OR Transactions, 2006, 10(1): 99-106
Authors:Luo Hezhi  Wu Huixian  Zhu Yihua
Affiliation:Department of Applied Mathematics, Zhejiang University of Technology, Hangzhou 310032, Zhejiang, China ;Department of Mathematics, Shanghai University, Baoshan 200444, Shanghai, China; College of Sciences, Hangzhou Dianzi University, Hangzhou 310018, Zhejiang, China; College of Business Administration, Zhejiang University of Technology, Hangzhou 310032, Zhejiang, China
Abstract:
The Kuhn-Tucker type necessary optimality conditions are given for the problem of minimizing a maxmum fractional function, where the numerator of the function involved is the sum of a differentiable function and a convex function while the denominator is the difference of a differentiable function and a convex function, subject to a set of differentiable nonlinear inequalities on an open subset X of Rn, under the conditions of the Abadie constraint qualification or the calmness constraint qualification. The results obtained improve and extend some of the existing results in the literature.
Keywords:Operation research   nondifferentiable minimax fractional problem   Kuhn-Tucker type necessary condition   constraint qualification  
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