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1.
In this paper, we intend to characterize the strict local efficient solution of order m for a vector minimization problem in terms of the vector saddle point. A new notion of strict local saddle point of higher order of the vector-valued Lagrangian function is introduced. The relationship between strict local saddle point and strict local efficient solution is derived. Lagrange duality is formulated, and duality results are presented.  相似文献   

2.
In this paper, we first establish the existence theorems of the solution of hybrid inclusion and disclusion systems, from which we study mixed types of systems of generalized quasivariational inclusion and disclusion problems and systems of generalized vector quasiequilibrium problems. Some applications of existence theorems to feasible points for various mathematical programs with variational constraints or equilibrium constraints, system of vector saddle point and system of minimax theorem are also given.  相似文献   

3.
Conjugate maps and duality in multiobjective optimization   总被引:5,自引:0,他引:5  
This paper considers duality in convex vector optimization. A vector optimization problem requires one to find all the efficient points of the attainable value set for given multiple objective functions. Embedding the primal problem into a family of perturbed problems enables one to define a dual problem in terms of the conjugate map of the perturbed objective function. Every solution of the stable primal problem is associated with a certain solution of the dual problem, which is characterized as a subgradient of the perturbed efficient value map. This pair of solutions also provides a saddle point of the Lagrangian map.  相似文献   

4.
利用广义B-凸函数等概念,讨论了一类非光滑多目标规划,给出了广义最优性充分条件和Mond-Weir型对偶结果,讨论了向量Lagrange乘子性质并证明了向量值鞍点定理。  相似文献   

5.
The main purpose of this paper is to study saddle points of the vector Lagrangian function associated with a multiple objective linear programming problem. We introduce three concepts of saddle points and establish their characterizations by solving suitable systems of equalities and inequalities. We deduce dual programs and prove a relationship between saddle points and dual solutions, which enables us to obtain an explicit expression of the scalarizing set of a given saddle point in terms of normal vectors to the value set of the problem. Finally, we present an algorithm to compute saddle points associated with non-degenerate vertices and the corresponding scalarizing sets.  相似文献   

6.
线性空间中向量极值问题的鞍点   总被引:5,自引:0,他引:5  
王其林  李泽民 《经济数学》2004,21(4):361-366
首先在序线性空间中引入广义次似凸映射 ,建立其择一定理 .然后 ,在这种空间中定义向量 Fritz-John鞍点和向量 Kuhn- Tucker鞍点 ,我们讨论了其二者之间以及向量极值问题的弱有效解与他们的关系 .  相似文献   

7.
The Lagrangean function for scalar constrained optimisation problems is extended in a directly analogous manner to constrained vector optimisation problems. Some simple saddle point results are presented for vector maxima sets. Conditions are given for the characterisation of the vector maximum set of the original vector problem in terms of the vector maximum sets with respect to the vector Lagrangeans. Finally some attention is given to Lagrangean relaxation for vector optimisation problems as an extension of a result of Everett.  相似文献   

8.
向量映射的鞍点和Lagrange对偶问题   总被引:4,自引:0,他引:4  
本文研究拓扑向量空间广义锥-次类凸映射向量优化问题的鞍点最优性条件和Lagrange对偶问题,建立向量优化问题的Fritz John鞍点和Kuhn-Tucker鞍点的最优性条件及其与向量优化问题的有效解和弱有效解之间的联系。通过对偶问题和向量优化问题的标量化刻画各解之间的关系,给出目标映射是广义锥-次类凸的向量优化问题在其约束映射满足广义Slater约束规格的条件下的对偶定理。  相似文献   

9.
This paper is concerned with Hölder continuity of the solution to a saddle point problem. Some new su?cient conditions for the uniqueness and Hölder continuity of the solution for a perturbed saddle point problem are established. Applications of the result on Hölder continuity of the solution for perturbed constrained optimization problems are presented under mild conditions. Examples are given to illustrate the obtained results.  相似文献   

10.
讨论序拓扑向量空间中的约束向量优化问题.在广义锥-s次类凸假设下,得到了向量优化问题关于δ-弱有效解的标量化定理和Lagrange泛函的鞍点定理.  相似文献   

11.
研究向量集值映射的拟均衡问题的有效解,利用数值化方法与不动点定理,得到解的存在性定理.作为应用,得到广义向量鞍点,向量变分不等式与向量互补问题的存在性定理.  相似文献   

12.
In this paper, we introduce a generalized proximal Lagrangian function for the constrained nonlinear programming problem and discuss existence of its saddle points. In particular, the local saddle point is obtained by using the second-order sufficient conditions, and the global saddle point is given without requiring compactness of constraint set and uniqueness of the optimal solution. Finally, we establish equivalent relationship between global saddle points and exact penalty representations.  相似文献   

13.
本文研究了近似锥一次类凸集值向量优化强有效解的广义鞍点表示问题.利用择一定理,得到了近似锥-次类凸集值优化问题强有效解为广义鞍点的充分条件和必要条件.所得结果丰富了集值优化理论,并且拓广了广义鞍点的应用.  相似文献   

14.
多目标半定规划的互补弱鞍点和G-鞍点最优性条件   总被引:1,自引:0,他引:1  
对于含矩阵函数半定约束和多个目标函数的多目标半定规划问题,给出Lagrange函数在弱有效意义下的互补弱鞍点和Geofrrion恰当有效意义下的G-鞍点的定义及其等价定义.然后,在较弱的凸性条件下,利用含矩阵和向量约束的择一性定理,建立多目标半定规划的互补弱鞍点和G-鞍点充分必要条件.  相似文献   

15.
Solutions to optimization problems of convex type are typically characterized by saddle point conditions in which the primal vector is paired with a dual multiplier vector. This paper investigates the behavior of such a primal-dual pair with respect to perturbations in parameters on which the problem depends. A necessary and sufficient condition in terms of certain matrices is developed for the mapping from parameter vectors to saddle points to be single-valued and Lipschitz continuous locally. It is shown that the saddle point mapping is then semi-differentiable, and that its semi-derivative at any point and in any direction can be calculated by determining the unique solutions to an auxiliary problem of extended linear-quadratic programming and its dual. A matrix characterization of calmness of the solution mapping is provided as well.  相似文献   

16.
本文提出一些新的拟变分包含系统,利用向量映射的锥连续性与Park不动点定理,得到解的存在定理与解集的闭性.作为应用,得到对称强向量拟均衡问题与理想向量鞍点的存在性,推广与改进了近期的一些相关研究工作.  相似文献   

17.
利用向量值广义凸函数等概念,讨论了一类不可微广义分布式规划的Lagrange函数,在适当条件下,证明了广义分式规划中的鞍点存在性定理。  相似文献   

18.
用一个不完全拉格朗日函数研究一类具有(F,α,ρ,d)凸性假设的非线性规划问题的鞍点最优性判别准则,为了得到最优解与鞍点之间的关系,给出了(F,α,ρ,d)凸性中参数所要满足的条件.  相似文献   

19.
用一个不完全拉格朗日函数研究一类具有(F,α,ρ,d)凸性假设的非线性规划问题的鞍点最优性判别准则,为了得到最优解与鞍点之间的关系,给出了(F,α,ρ,d)凸性中参数所要满足的条件.  相似文献   

20.
We give a new existence theorem for loose saddle point of set-valued map having values in a partially ordered topological vector space which is based on continuity and quasiconvexity- quasiconcavity of its scalarized maps. Moreover, we prove a new saddle point theorem for vector-valued functions in locally convex topological vector spaces under weak condition that is the semicontinuity of two function scalarization.  相似文献   

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