共查询到9条相似文献,搜索用时 0 毫秒
1.
In this paper, we introduce an augmented Lagrangian function for a multiobjective optimization problem with an extended vector-valued function. On the basis of this augmented Lagrangian, set-valued dual maps and dual optimization problems are constructed. Weak and strong duality results are obtained. Necessary and sufficient conditions for uniformly exact penalization and exact penalization are established. Finally, comparisons of saddle-point properties are made between a class of augmented Lagrangian functions and nonlinear Lagrangian functions for a constrained multiobjective optimization problem. 相似文献
2.
We consider a vector optimization problem with functions defined on Banach spaces. A few sufficient optimality conditions are given and some results on duality are proved. 相似文献
3.
陈哲 《数学物理学报(A辑)》2008,28(3):570-577
作者介绍了一种基于向量值延拓函数的广义增广拉格朗日函数,建立了基于广义增广拉格朗日函数的集值广义增广拉格朗日对偶映射和相应的对偶问题,得到了相应的强对偶和弱对偶结果,将所获结果应用到约束向量优化问题.该文的结果推广了一些已有的结论. 相似文献
4.
On the Use of Augmented Lagrangians in the Solution of Generalized Semi-Infinite Min-Max Problems 总被引:5,自引:0,他引:5
We present an approach for the solution of a class of generalized semi-infinite optimization problems. Our approach uses augmented Lagrangians to transform generalized semi-infinite min-max problems into ordinary semi-infinite min-max problems, with the same set of local and global solutions as well as the same stationary points. Once the transformation is effected, the generalized semi-infinite min-max problems can be solved using any available semi-infinite optimization algorithm. We illustrate our approach with two numerical examples, one of which deals with structural design subject to reliability constraints. 相似文献
5.
Nadir Arada Jean-Pierre Raymond Fredi TröLtzsch 《Computational Optimization and Applications》2002,22(3):369-398
An augmented Lagrangian SQP method is discussed for a class of nonlinear optimal control problems in Banach spaces with constraints on the control. The convergence of the method is investigated by its equivalence with the generalized Newton method for the optimality system of the augmented optimal control problem. The method is shown to be quadratically convergent, if the optimality system of the standard non-augmented SQP method is strongly regular in the sense of Robinson. This result is applied to a test problem for the heat equation with Stefan-Boltzmann boundary condition. The numerical tests confirm the theoretical results. 相似文献
6.
We use the first and second order approximations of mappings to establish both necessary and sufficient optimality conditions for unconstrained and constrained nonsmooth vector optimization problems. Ideal solutions, efficient solutions, and weakly efficient solutions are considered. The data of the problems need not even be continuous. Some often imposed compactness assumptions are also relaxed. Examples are provided to compare our results and some known recent results.This work was partially supported by the National Basic Research Program in Natural Sciences of Vietnam. 相似文献
7.
本文在自反Banach空间中引进了锥弱连续映射和点集的弱连通概念.在讨论锥弱连续和锥拟凸映射以及锥最小上界的几个性质的基础上,证明了当象集为锥凸集时定义在自反Ba- nach空间中的有界闭凸集上的锥弱连续和锥拟凸映射多目标最优化问题的锥有效解集是弱连通的. 相似文献
8.
A new class of generalized convex set-valued functions, termed nearly-subconvexlike functions, is introduced. This class is a generalization of cone-subconvexlike maps, nearly-convexlike set-valued functions, and preinvex set-valued functions. Properties for the nearly-subconvexlike functions are derived and a theorem of the alternative is proved. A Lagrangian multiplier theorem is established and two scalarization theorems are obtained for vector optimization. 相似文献
9.
S. Deng 《Journal of Optimization Theory and Applications》2009,140(1):1-7
Under a weak compactness assumption on the functions involved, which always holds in finite-dimensional normed linear spaces,
this paper extends various characterizations of the nonemptiness and boundedness of weakly efficient solution sets of convex
vector optimization problems, obtained previously by the author (Deng in J. Optim. Theory Appl. 96:123–131, 1998) in the real finite-dimensional normed linear space setting, to those in the real reflexive Banach space setting. 相似文献