Sensitivity Analysis for Quasi-Variational Inequalities

In this paper, we develop a sensitivity analysis framework for quasi-variational inequalities using the Wiener–Hopf equations technique without assuming the differentiability of the given data.     

Generalized Vector Quasi-Variational Inequality Problems Over Product Sets

In this paper we consider vector quasi-variational inequality problems over product sets (in short, VQVIP). Moreover we study generalizations of this model, namely problems of a system of vector quasi-variational inequalities (in short, SVQVIP), generalized vector quasi-variational inequality problems over product sets (in short, GVQVIP) and problems of a system of generalized vector quasi-variational inequalities (in short, SGVQVIP). We show that every solution of (VQVIP) (respectively, (GVQVIP)) is a solution of (SVQVIP) (respectively, (SGVQVIP)). By defining relatively pseudomonotone and relatively maximal pseudomonotone maps and by employing a known fixed point theorem, we establish the existence of a solution of (VQVIP) and (SVQVIP). These existence results are then used to derive the existence of a solution of (GVQVIP) and (SGVQVIP), respectively, The results of this paper extend recent results in the literature. They are obtained in a more general setting.     

一类多目标优化问题的有效性

本文研究了一类带不等式约束的多目标优化问题,给出了该类问题的有效解的一些充分必要条件,在适当条件下利用线性标量化方法证明了其有效解和真有效解的等价性。本文的主要结论是对最近一些文献中相应结果的改进与推广。     

Generalized Quasi-Variational Inequalities in Infinite-Dimensional Normed Spaces

In this paper, we deal with the following problem: given a real normed space E with topological dual E*, a closed convex set XE, two multifunctions :X2^X and , find such that We extend to the above problem a result established by Ricceri for the case (x)X, where in particular the multifunction is required only to satisfy the following very general assumption: each set (x) is nonempty, convex, and weakly-star compact, and for each yX–:X the set is compactly closed. Our result also gives a partial affirmative answer to a conjecture raised by Ricceri himself.     

非光滑半无限多目标优化问题的最优性充分条件

研究了一个非光滑半无限多目标优化问题(简记为SIMOP),并讨论了它的最优性条件.首先, 通过对目标函数和约束函数的某种组合赋予Clarke F-凸性假设, 获得了SIMOP(弱)有效解的最优性充分条件.接下来, 用Chankong-Haimes方法建立了此SIMOP的一个标量问题并得到了这个标量问题的最优性充分条件.     

On a New Class of Systems of Generalized Quasi-Variational Inequalities

We introduce new types of systems of generalized quasi-variational inequalities and we prove the existence of the solutions by using results of pair equilibrium existence for free abstract economies. We consider the fuzzy models and we also introduce the random free abstract economy and the random equilibrium pair. The existence of the solutions for the systems of quasi-variational inequalities comes as consequences of the existence of equilibrium pairs for the considered free abstract economies.     

上层带扰动参数的二层多目标优化问题的灵敏度分析

借助集值优化问题的灵敏度分析，讨论了下层无扰动，上层带扰动参数的二层多目标最优化问题的灵敏度分析．     

关于集值映射的相依导数与多目标最优化问题的灵敏度分析

本文在序锥P具有弱紧基的条件下讨论了集值映射F的切导数与F P的切导数之间的关系；引进了集值映射的新的上半局部Lipschitz概念，利用这个概念，我们在有限维空间中给出了多目标最优化问题的灵敏度分析的一个新的结果.     

多目标最优化G-恰当有效解集的存在性和连通性

本文证明了非空紧凸集上拟凸多目标最优化问题的G-恰当有效解的存在性．在此基础上，得到了向量目标函数既是似凸又是拟凸的多目标最优化问题的G-恰当有效解集是连通的结论．同时，还给出一个关于Pareto有效解集连通性的新结果．     

Derived Sets for Weak Multiobjective Optimization Problems with State and Control Variables

The concept of a K-gradient, introduced in Ref. 1 in order to generalize the concept of a derived convex cone defined by Hestenes, is extended to weak multiobjective optimization problems including not only a state variable, but also a control variable. The new concept is employed to state multiplier rules for the local solutions of such dynamic multiobjective optimization problems. An application of these multiplier rules to the local solutions of an abstract multiobjective optimal control problem yields general necessary optimality conditions that can be used to derive concrete maximum principles for multiobjective optimal control problems, e.g., problems described by integral equations with additional functional constraints.     

Necessary Conditions in Multiobjective Optimization with Equilibrium Constraints

We study multiobjective optimization problems with equilibrium constraints (MOPECs) described by parametric generalized equations in the form

Sensitivity of Pareto Solutions in Multiobjective Optimization

The paper presents a sensitivity analysis of Pareto solutions on the basis of the Karush-Kuhn-Tucker (KKT) necessary conditions applied to nonlinear multiobjective programs (MOP) continuously depending on a parameter. Since the KKT conditions are of the first order, the sensitivity properties are considered in the first approximation. An analogue of the shadow prices, well known for scalar linear programs, is obtained for nonlinear MOPs. Two types of sensitivity are investigated: sensitivity in the state space (on the Pareto set) and sensitivity in the cost function space (on the balance set) for a vector cost function. The results obtained can be used in applications for sensitivity computation under small variations of parameters. Illustrative examples are presented.Research of this author was partially supported by Grant BEC2003-09067-C04-03.Research of this author was partially supported by NSERC Grant RGPIN-3492-00.Research of this author was partially supported by Grant BEC2003-09067-C04-02.     

非线性不等式与等式约束的多目标规划问题的区间极大熵方法

利用极大熵方法将带多个非线性不等式约束和多个非线性等式约束的多目标规划问题变为两个非线性不等式约束的单个可微的目标函数优化问题,并结合区间分析知识给出一种新的解决多目标规划问题的区间方法.     

Pareto Analysis vis-à-vis Balance Space Approach in Multiobjective Global Optimization

There is much controversy about the balance space approach, introduced first in Ref. 1, pp. 138–140, with the consideration of the balance number and balance vectors, and then further developed in Ref. 2, with the consideration of balance points and balance sets. There were attempts to identify the balance space approach with some other methods of multiobjective optimization, notably the method proposed in Ref. 3 and most recently Pareto analysis, as presented in Ref. 4. In this paper, we compare Pareto analysis with the balance space approach on several examples to demonstrate the interrelation and the differences of the two methods. As a byproduct, it is shown that, in some cases, the entire Pareto sets, proper and adjoint, can be determined very simply, without any special investigation of the (nonscalarized, nonconvex) multiobjective global optimization problem. The method of parameter introduction is presented in application to determining the Pareto sets and balance set. The use of computer graphics software complemented with the Gauss–Jordan matrix reduction algorithm is proposed for a class of otherwise intractable problems with nonconvex constraint sets.     

Second-Order Optimality Conditions in Multiobjective Optimization Problems

In this paper, we develop second-order necessary and sufficient optimality conditions for multiobjective optimization problems with both equality and inequality constraints. First, we generalize the Lin fundamental theorem (Ref. 1) to second-order tangent sets; then, based on the above generalized theorem, we derive second-order necessary and sufficient conditions for efficiency.     

多目标优化问题Proximal真有效解的最优性条件

在广义凸性假设下,给出了集合proximal真有效点的线性标量化,并在此基础上证明了它与Benson真有效点和Borwein真有效点的等价性.将这些结果应用到多目标优化问题上,得到proximal真有效解的最优性条件.最后,利用proximal次微分,得到了proximal真有效解的模糊型最优性条件.     

Well Posedness in Vector Optimization Problems and Vector Variational Inequalities

In this paper, we give notions of well posedness for a vector optimization problem and a vector variational inequality of the differential type. First, the basic properties of well-posed vector optimization problems are studied and the case of C-quasiconvex problems is explored. Further, we investigate the links between the well posedness of a vector optimization problem and of a vector variational inequality. We show that, under the convexity of the objective function f, the two notions coincide. These results extend properties which are well known in scalar optimization. Communicated by F. Giannessi     

On Constraint Qualification in Multiobjective Optimization Problems: Semidifferentiable Case

Some versions of constraint qualifications in the semidifferentiable case are considered for a multiobjective optimization problem with inequality constraints. A Maeda-type constraint qualification is given and Kuhn–Tucker-type necessary conditions for efficiency are obtained. In addition, some conditions that ensure the Maeda-type constraint qualification are stated.     

求多目标优化问题Pareto最优解集的方法

主要讨论了无约束多目标优化问题Pareto最优解集的求解方法,其中问题的目标函数是C1连续函数.给出了Pareto最优解集的一个充要条件,定义了α强有效解,并结合区间分析的方法,建立了求解无约束多目标优化问题Pareto最优解集的区间算法,理论分析和数值结果均表明该算法是可靠和有效的.     

Bound Constrained Smooth Optimization for Solving Variational Inequalities and Related Problems

Variational inequalities and related problems may be solved via smooth bound constrained optimization. A comprehensive discussion of the important features involved with this strategy is presented. Complementarity problems and mathematical programming problems with equilibrium constraints are included in this report. Numerical experiments are commented. Conclusions and directions of future research are indicated.