锥约束多目标规划的二阶对称对偶性质

给出一对锥约束多目标非线性规划的二阶对称对偶问题,以及二阶F凸函数类的概念.在二阶F凸假设下证明了真有效解的对偶性质———弱对偶性、强对偶性及逆对偶性.     

随机二阶锥二次规划逆问题的SAA方法

本文讨论一类随机的二阶锥二次规划逆问题, 该模型是一个含有二阶锥互补约束的随机二次规划模型, 对解释部分实际问题有着一定的优势。为了求解该模型, 本文引入了随机抽样技术和互补约束光滑化近似技术, 得到问题的近似子问题。本文证明, 只要子问题的解是存在且收敛的, 则该极限以概率一是原问题的C-稳定点; 若严格互补条件和二阶必要性条件成立, 则该极限以概率1是原问题的M-稳定点。一个简单的数值实验验证了该算法具有一定的可行性。     

随机二阶锥二次规划逆问题的SAA方法

本文讨论一类随机的二阶锥二次规划逆问题, 该模型是一个含有二阶锥互补约束的随机二次规划模型, 对解释部分实际问题有着一定的优势。为了求解该模型, 本文引入了随机抽样技术和互补约束光滑化近似技术, 得到问题的近似子问题。本文证明, 只要子问题的解是存在且收敛的, 则该极限以概率一是原问题的C-稳定点; 若严格互补条件和二阶必要性条件成立, 则该极限以概率1是原问题的M-稳定点。一个简单的数值实验验证了该算法具有一定的可行性。     

广义多目标数学规划非支配解的二阶条件

§1.引言在不等式约束规划中,解的二阶条件是十分重要的课题.关于解的二阶条件,在单目标规划中已经得到了一些很重要的结果,如文献[1—4]等,都从各个不同的方面,引进不同的约束规格来讨论单目标数学规划解的二阶条件.在多目标数学规划中,有关“有效解”、“弱有效解”及“真有效解”的性质及一阶条件,已在不少书及文章中出现,如文献[5—9]等.本文试图就广义多目标数学规划相对于一般凸锥及某个多面体锥的局部和整体非支配解的二阶条件进行讨论.     

一类非线性二阶锥规划的非光滑牛顿法

本文研究了非线性二阶锥规划问题.利用投影映射将非线性二阶锥规划问题的KKT最优性条件转化成非光滑方程组,获得了一个修正的中心路径非光滑牛顿法.在适当的条件下保证方程组的B-次微分在任意点都可逆,并且证明算法具有全局收敛性.     

二阶锥线性互补问题的广义模系矩阵分裂迭代算法

通过将二阶锥线性互补问题转化为等价的不动点方程,介绍了一种广义模系矩阵分裂迭代算法,并研究了该算法的收敛性.进一步,数值结果表明广义模系矩阵分裂迭代算法能够有效地求解二阶锥线性互补问题.     

一个求解二阶锥规划的光滑牛顿算法

本文研究了二阶锥规划问题.利用新的最小值函数的光滑函数,给出一个求解二阶锥规划的光滑牛顿算法.算法可以从任意点出发,在每一步迭代只需求解一个线性方程组并进行一次线性搜索.在不需要满足严格互补假设条件下,证明了算法是全局收敛和局部二阶收敛的.数值试验表明算法是有效的.     

均衡约束数学规划问题的一类广义Mond-Weir型对偶理论

针对均衡约束数学规划模型难以满足约束规范及难于求解的问题,基于Mond和Weir提出的标准非线性规划的对偶形式,利用其S稳定性,建立了均衡约束数学规划问题的一类广义Mond-Weir型对偶,从而为求解均衡约束优化问题提供了一种新的方法.在Hanson-Mond广义凸性条件下,利用次线性函数,分别提出了弱对偶性、强对偶性和严格逆对偶性定理,并给出了相应证明.该对偶化方法的推广为研究均衡约束数学规划问题的解提供了理论依据.     

关于求解带线性互补约束的数学规划问题正则方法的一个注记

本文主要研究在某些较弱条件下求解带线性互补约束的数学规划问题(MPLCC)正则方法的收敛性.若衡约束规划线性独立约束规范条件(MPEC-LICQ)在由正则方法产生的点列的聚点处成立,且迭代点列满足二阶必要条件,同时,若比在文[7]中渐近弱非退化条件Ⅰ更弱的渐近弱非退化条件Ⅱ在聚点处也成立,那么所有这些聚点都是B-稳定点.此外,在弱MPEC-LICQ,二阶必要条件及渐近弱退化条件Ⅱ下,我们仍能证明通过正则方法所得的聚点都是B-稳定点.     

混合互补问题牛顿型算法的二阶收敛性

在凸规划理论中,通过ＫＴ条件,往往将约束最优化问题归结为一个混合互补问题来求解。该文就正则解和一般解两种情形分别给出了求解混合互补问题牛顿型算法的二阶收敛性的充分性条件,并在一定条件下证明了非精确牛顿法和离散牛顿法所具有的二阶收敛性。     

A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations

In this paper, we consider a class of mathematical programs governed by second-order cone constrained parameterized generalized equations. We reformulate the necessary optimality conditions as a system of nonsmooth equations under linear independence constraint qualification and the strict complementarity condition. A set of second order sufficient conditions is proposed, which is proved to be sufficient for the second order growth of the stationary point. The smoothing Newton method in [40] is employed to solve the system of nonsmooth equations whose strongly BD-regularity at a solution point is demonstrated under the second order sufficient conditions. Several illustrative examples are provided and discussed.     

Second order sufficient optimality conditions in vector optimization

In this paper, we mainly consider second-order sufficient conditions for vector optimization problems. We first present a second-order sufficient condition for isolated local minima of order 2 to vector optimization problems and then prove that the second-order sufficient condition can be simplified in the case where the constrained cone is a convex generalized polyhedral and/or Robinson??s constraint qualification holds.     

Second-Order Optimality Conditions for a Semilinear Elliptic Optimal Control Problem with Mixed Pointwise Constraints

This paper studies second-order optimality conditions for a semilinear elliptic optimal control problem with mixed pointwise constraints. We show that in some cases, there is a common critical cone under which the second-order necessary and sufficient optimality conditions for the problem are valid. Our results approach to a theory of no-gap second-order conditions. In order to obtain such results, we reduce the problem to a special mathematical programming problem with polyhedricity constraint set. We then use some tools of variational analysis and techniques of semilinear elliptic equations to analyze second-order conditions.     

二阶积分微分方程的广义拟线性化方法

运用广义拟线性化方法研究了正规锥上的二阶积分微分方程初值问题,获得了逼近解序列一致且平方收敛的结果.     

Density of the Extremal Solutions for a Class of Second Order Boundary Value Problem

In this paper, we prove a theorem on the existence of extremal solutions to a second-order differential inclusion with boundary conditions, governed by the subdifferential of a convex function. We also show that the extremal solutions set is dense in the solutions set of the original problem.     

Optimality conditions for vector optimization problem governed by the cone constrained generalized equations

ABSTRACT

The paper considers a class of vector optimization problems with cone constrained generalized equations. By virtue of advanced tools of variational analysis and generalized differentiation, a limiting normal cone of the graph of the normal cone constrained by the second-order cone is obtained. Based on the calmness condition, we derive an upper estimate of the coderivative for a composite set-valued mapping. The necessary optimality condition for the problem is established under the linear independent constraint qualification. As a special case, the obtained optimality condition is simplified with the help of strict complementarity relaxation conditions. The numerical results on different examples are given to illustrate the efficiency of the optimality conditions.     

Parabolic First and Second Order Differential Equations

We are concerned with an inverse problem for a first-order linear evolution equation. Moreover, a complete second-order evolution equation will be considered, too. We indicate sufficient conditions for existence and uniqueness of a solution. All the results apply well to inverse problems for equations from mathematical physics. As a possible application of the abstract theorems, some examples of partial differential equations are given.     

A proximal gradient descent method for the extended second-order cone linear complementarity problem

We consider an extended second-order cone linear complementarity problem (SOCLCP), including the generalized SOCLCP, the horizontal SOCLCP, the vertical SOCLCP, and the mixed SOCLCP as special cases. In this paper, we present some simple second-order cone constrained and unconstrained reformulation problems, and under mild conditions prove the equivalence between the stationary points of these optimization problems and the solutions of the extended SOCLCP. Particularly, we develop a proximal gradient descent method for solving the second-order cone constrained problems. This method is very simple and at each iteration makes only one Euclidean projection onto second-order cones. We establish global convergence and, under a local Lipschitzian error bound assumption, linear rate of convergence. Numerical comparisons are made with the limited-memory BFGS method for the unconstrained reformulations, which verify the effectiveness of the proposed method.     

Second order necessary conditions in set constrained differentiable vector optimization

We state second order necessary optimality conditions for a vector optimization problem with an arbitrary feasible set and an order in the final space given by a pointed convex cone with nonempty interior. We establish, in finite-dimensional spaces, second order optimality conditions in dual form by means of Lagrange multipliers rules when the feasible set is defined by a function constrained to a set with convex tangent cone. To pass from general conditions to Lagrange multipliers rules, a generalized Motzkin alternative theorem is provided. All the involved functions are assumed to be twice Fréchet differentiable. Mathematics subject classification 2000:90C29, 90C46This research was partially supported by Ministerio de Ciencia y Tecnología (Spain), project BMF2003-02194.