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1.
在局部凸空间中考虑约束集值优化问题(VP)在超有效解意义下的Lagrange最优性条件.在近似锥-次类凸假设下,利用择一性定理得到了(VP)取得强有效解的必要条件,利用超有效解集的性质及超有效解的定义给出了(VP)取得超有效解的充分条件,最后给出了一种与(VP)等价的无约束规划.  相似文献   

2.
集值映射多目标规划的K-T最优性条件   总被引:18,自引:1,他引:17  
讨论集值映射多目标规划(VP)的最优性条件问题.首先,在没有锥凹的假设下,利用集值映射的相依导数,得到了(VP)的锥--超有效解要满足的必要条件和充分条件.其次,在锥凹假设和比推广了的Slater规格更弱的条件下,给出了(VP)关于锥--超有效解的K--T型最优性必要条件和充分条件.  相似文献   

3.
在局部凸空间中考虑集值优化问题(VP)在强有效解意义下的Kuhn-Tucker最优性条件.在近似锥.次类凸假设下利用择一性定理得到了(VP)取得强有效解的必要条件,利用基泛函的性质给出了(VP)取得强有效解的充分条件,最后给出了一种与(VP)等价的无约束规划。  相似文献   

4.
在文本中,获得了集合的弱有效元与真有效元的几个收敛性结果。然后,讨论了集值映射向量优化问题(VP)和它的近似问题(VP)n,在较强的假设条件下,获得了(VP)n的真有效解的几个收敛性结果。  相似文献   

5.
陈世国  刘家学 《工科数学》1997,13(3):118-120
本给出了一类广义凸函数的统一定义,在锥意义下,得出了非光滑多目标规划真有效解的充分条件,推广了以往的结论。  相似文献   

6.
本文给出了一类广义凸函数的统一定义,在锥意义下,得出了非光滑多目标规划真有效解的充分条件,推广了以往的结论.  相似文献   

7.
提出了一种新的二阶切锥,讨论了它与二阶广义相依切集的关系.利用此锥定义了一种新的二阶切导数,讨论了它与二阶广义相依上图切导数的关系.利用Henig扩张锥的性质,给出了集值优化在Henig有效元意义下的二阶最优性必要条件.在近似锥-次类凸假设下给出了Benson真有效元意义下的二阶最优性必要条件.举例说明了本文的主要结论.  相似文献   

8.
本文在赋范空间中,讨论集值优化问题的有效元导数型最优性条件.当目标映射和约束映射的下方向导数存在时,在近似锥次类凸假设下利用有效点的性质和凸集分离定理得到了集值优化问题有效元导数型Kuhn-Thcker必要条件,在可微Г-拟凸性的假设下得到了Kuhn-Tucker最优性充分条件;此外利用集值映射沿弱方向锥的导数的特性给出了有效解最优性的另一种刻画.  相似文献   

9.
非光滑向量极值问题的真有效解与最优性条件   总被引:2,自引:0,他引:2  
讨论了赋范线性空间中非光滑向量极值问题的Hatley,Borwein,Benson真有效解之间的关系,指出了它们共同的标量极值问题的等价刻画,建立了问题(VMP)的广义KT-真有效解的充分条件,并给出了向量极小值问题在锥局部凸、拟凸、伪凸等条件下的最优性条件。  相似文献   

10.
吴佳  张立卫 《运筹学学报》2011,15(1):95-103
本文考虑一类均衡约束为二阶锥约束广义方程的数学规划问题. 我们通过一个非光滑映射的方向导数, 给出了临界锥的定义, 并建立它在可行点处的等价形式. 基于此临界锥, 我们提出了均衡约束为二阶锥约束广义方程的数学规划问题的二阶充分性条件, 并且验证了在适当的条件下, M-稳定点处的二阶充分性条件是二阶增长条件成立的充分条件.  相似文献   

11.
12.
The (parabolic) second-order directional derivatives of singular values of matrices and symmetric matrix-valued functions induced by real-valued functions play important roles in studying second-order optimality conditions for different types of matrix cone optimization problems. We propose a direct way to derive the formula for the second-order directional derivative of any eigenvalue of a symmetric matrix in Torki (Nonlinear Anal 46:1133–1150 2001), from which a formula for the second-order directional derivative of any singular value of a matrix is established. We demonstrate a formula for the second-order directional derivative of the symmetric matrix-valued function. As applications, the second-order derivative for the projection operator over the SDP cone is derived and used to get the second-order tangent set of the SDP cone in Bonnans and Shapiro (2000), and the tangent cone and the second-order tangent set of the epigraph of the nuclear norm are given as well.  相似文献   

13.
拓扑向量空间中非光滑向量极值问题的最优性条件与对偶   总被引:1,自引:0,他引:1  
本文提出了向量值函数的锥D-s凸,锥D-s拟凸,s右导数及锥D-s伪凸等新概念,探讨了锥D-s凸函数的有关性质,建立了带约束非光滑向量极值问题(VP)的最优性必要条件与涉及锥D-s凸(拟凸,伪凸)函数的约束极值问题(VP)的最优性充分条件,给出了原问题(VP)与其Mond-Weir型对偶问题的弱对偶与强对偶结论,揭示了(VP)的局部锥D-(弱)有效解与整体锥D-(弱)有效解,(VP)的锥D-弱有效解与锥D-有效解的关系,所得结果拓广了凸规划及部分广义凸规划的有关结论.  相似文献   

14.
引进了一种新的二阶组合切锥, 利用它引进了一种新的二阶组合切导数, 称为二阶组合径向切导数, 并讨论了它的性质及它与二阶组合切导数的关系, 借助二阶径向组合切导数, 分别建立了集值优化取得Benson真有效元的最优性充分和必要条件.  相似文献   

15.
《Optimization》2012,61(3-4):223-236
Just as first-order directional derivatives can be associated with concepts of tangent cone, so second-order directional derivatives of parabolic type can be naturally and profitably associated with second-order tangent sets. In this paper, a chain rule is presented for second-order directional derivatives whose corresponding tangent sets satisfy a short list of properties. This chain rule subsumes and sharpens previous results from the calculus of first- and second-order directional derivatives. Corollaries include second-order necessary optimality conditions for nondifferentiable programs.  相似文献   

16.
In this article, we study the second-order optimality conditions for a class of circular conic optimization problem. First, the explicit expressions of the tangent cone and the second-order tangent set for a given circular cone are derived. Then, we establish the closed-form formulation of critical cone and calculate the “sigma” term of the aforementioned optimization problem. At last, in light of tools of variational analysis, we present the associated no gap second-order optimality conditions. Compared to analogous results in the literature, our approach is intuitive and straightforward, which can be manipulated and verified. An example is illustrated to this end.  相似文献   

17.
In this paper, we study the parabolic second-order directional derivative in the Hadamard sense of a vector-valued function associated with circular cone. The vector-valued function comes from applying a given real-valued function to the spectral decomposition associated with circular cone. In particular, we present the exact formula of second-order tangent set of circular cone by using the parabolic second-order directional derivative of projection operator. In addition, we also deal with the relationship of second-order differentiability between the vector-valued function and the given real-valued function. The results in this paper build fundamental bricks to the characterizations of second-order necessary and sufficient conditions for circular cone optimization problems.  相似文献   

18.
In this paper, a generalization of convexity, namely G-invexity, is considered in the case of nonlinear multiobjective programming problems where the functions constituting vector optimization problems are differentiable. The modified Karush-Kuhn-Tucker necessary optimality conditions for a certain class of multiobjective programming problems are established. To prove this result, the Kuhn-Tucker constraint qualification and the definition of the Bouligand tangent cone for a set are used. The assumptions on (weak) Pareto optimal solutions are relaxed by means of vector-valued G-invex functions.  相似文献   

19.
Optimality conditions for maximizations of set-valued functions   总被引:18,自引:0,他引:18  
The maximization with respect to a cone of a set-valued function into possibly infinite dimensions is defined, and necessary and sufficient optimality conditions are established. In particular, an analogue of the Fritz John necessary optimality conditions is proved using a notion of derivative defined in terms of tangent cones.  相似文献   

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