| ON CONE D.C. OPTIMIZATION AND CONJUGATE DUALITY |
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| 引用本文： | M. SEMU. ON CONE D.C. OPTIMIZATION AND CONJUGATE DUALITY[J]. 数学年刊B辑(英文版), 2003, 24(4): 521-528 |
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| 作者姓名： | M. SEMU |
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| 作者单位： | Institut fut |
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| 摘 要： | This paper derives first order necessary and sufficient conditions for unconstrained cone d.c. programming problems where the underlined space is partially ordered with respect to a cone. These conditions are given in terms of directional derivatives and subdifferentials of the component functions. Moreover, conjugate duality for cone d.c. optimization is discussed and weak duality theorem is proved in a more general partially ordered linear topological vector space (generalizing the results in [11]).
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| 关 键 词： | 锥d.c.最优化 共轭对偶 弱对偶定理 次梯度 多目标优化 方向导数 |
| 收稿时间： | 2003-12-01 |
ON CONE D.C. OPTIMIZATION AND CONJUGATE DUALITY |
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| M. SEMU. ON CONE D.C. OPTIMIZATION AND CONJUGATE DUALITY[J]. Chinese Annals of Mathematics,Series B, 2003, 24(4): 521-528 |
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| Authors: | M. SEMU |
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| Affiliation: | Institut fur Statistik und Mathematische Wirtschaftstheorie, Universitat Karlsruhe, 76128 Karlsruhe,Germany |
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| Abstract: | This paper derives first order necessary and sufficient conditions for unconstrained cone d.c. programming problems where the underlined space is partially ordered with respect to a cone. These conditions are given in terms of directional derivatives and subdifferentials of the component functions. Moreover, conjugate duality for cone d.c. optimization is discussed and weak duality theorem is proved in a more general partially ordered linear topological vector space (generalizing the results in [11]). |
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| Keywords: | Multi objective optimization Cone d.c. programming Optimality conditions Conjugate duality |
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