| 一类不可微优化的Fritz-John条件 |
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| 引用本文： | 潘少荣,张立卫.一类不可微优化的Fritz-John条件[J].运筹学学报,2011,15(2):77-84. |
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| 作者姓名： | 潘少荣 张立卫 |
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| 作者单位： | 1. 大连理工大学应用数学系,大连116024;哈尔滨师范大学数学科学学院,哈尔滨150080
2. 大连理工大学应用数学系,大连,116024 |
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| 摘 要： | 基于星形集空间的性质,定义一类星形可微函数.这类函数是方向可微的,其方向导数可以表示成两个正齐次非负连续函数之差,其星形微分为一星形集对.对于含有不等式约束条件的星形可微优化问题,给出一个Fritz-John形式的最优性必要条件.
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| 关 键 词： | 不可微优化 星形集空间 星形微分 Fritz-John条件 |
Fritz-John Condition for a Class of Nondifferntiable Optimization |
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| PAN Shaorong,ZHANG Liwei.Fritz-John Condition for a Class of Nondifferntiable Optimization[J].OR Transactions,2011,15(2):77-84. |
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| Authors: | PAN Shaorong ZHANG Liwei |
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| Institution: | PAN Shaorong ZHANG Liwei Department of Applied Mathematics,Dalian University of Technology,Dalian 116024,China. School of Mathematical Sciences,Harbin Normal University,Harbin 150080,China. |
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| Abstract: | Based on the properties of the space of star-shaped sets,a class of starshaped differentiable functions,whose directional derivatives are representable as a difference of two nonnegative positively homogeneous continuous functions,is defined.The necessary optimality condition of Fritz-John type for an optimization problem with star-shaped differentiable inequality constraints is given. |
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| Keywords: | nondifferntiable optimization the space of star-shaped sets star-shaped differential Fritz-John condition |
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