运筹学学报 ›› 2010, Vol. 14 ›› Issue (2): 45-54.

• 运筹学 • 上一篇    下一篇

 一类非光滑优化问题的最优性与对偶

赵克全, 唐莉萍, 杨新民   

  • 出版日期:2010-06-15 发布日期:2010-06-15

 Optimality and Duality for a Class of  Nonsmooth  Optimization Problems

ZHAO Ke-Quan, TANG Li-Ping, YANG Xin-Min   

  • Online:2010-06-15 Published:2010-06-15

摘要: 本文研究了一类带等式和不等式约束的非光滑多目标优化问题,给出了该类问题的Karush-Kuhn-Tucker最优性必要条件和充分条件, 建立了该类规划问题的一类混合对偶模型的弱对偶定理、强对偶定理、逆对偶定理、严格逆对偶定理和限制逆对偶定理.  

Abstract: In this paper, a class of nonsmooth multiobjective optimization problems in which involved equality constraints and inequality constraints is considered. The generalized Karush-Kuhn-Tucker necessary and sufficient optimality conditions are given. Furthermore, mixed type dual model is discussed, and theorems of weak duality, strong duality, converse duality, strict converse duality and restricted converse duality are presented.