广义凸区间值优化问题的最优性条件

展开
  • 西南大学数学与统计学院, 重庆 400715

收稿日期: 2018-11-30

  网络出版日期: 2020-11-18

基金资助

国家自然科学基金(No.12071379),重庆市基础与前沿技术研究项目(No.cstc2016jcyjA0239)

Optimality conditions of generalized convex interval valued optimization problems

Expand
  • School of Mathematics and Statistics, Southwest University, Chongqing 400715, China

Received date: 2018-11-30

  Online published: 2020-11-18

摘要

引入一种区间CW-序关系,借助CW-序关系引入了区间值预不变凸,伪不变凸和拟不变凸函数,并建立了几类区间值广义不变凸函数之间的关系。最后,在区间值不变凸性条件下,利用标量化方法建立了不变凸区间值优化问题的最优性条件。

本文引用格式

黎君, 陈加伟, 邓光菊 . 广义凸区间值优化问题的最优性条件[J]. 运筹学学报, 2020 , 24(4) : 25 -38 . DOI: 10.15960/j.cnki.issn.1007-6093.2020.04.002

Abstract

A new interval CW-order relation is introduced in this paper. By the CW-order relation, the interval valued pre-invex, pseudo-invex and quasi-invex functions are introduced, then we established the relationships among these kinds of functions. Finally, under the interval value invexity, the optimal condition of the interval valued optimization problem is established by using the scalarization method.

参考文献

[1] Wu H C. The Karush-Kuhn-Tucher optimality conditions in an optimization problem with interval-valued objective function[J]. European Journal of Operational Research, 2007, 176(1):46-59.
[2] Wu H C. The Karush-Kuhn-Tucher optimality conditions in multiobjective programming problems with interval-valued objective functions[J]. Fuzzy Optimization & Decision Making, 2009, 196(1):49-60.
[3] Wu H C. Duality theory for optimization problems with interval-valued objective functions[J]. Journal of Optimization Theory & Applications, 2010, 144(3):615-628.
[4] Jayswal A, Stancu-Minasian I, Ahmad I. On sufficiency and duality for a class of interval-valued programming problems[J]. Applied Mathematics & Computation, 2011, 218(8):4119-4127.
[5] 张建科. 广义凸不确定规划的最优性与对偶性[D]. 西安:西安电子科技大学, 2012.
[6] Ishibuchi H, Tanaka H. Multiobjective programming in optimization of the interval objective function[J]. European Journal of Operational Research, 1990, 48(2):219-225.
[7] Pini, Rita. Invexity and generalized convexity[J]. Optimization, 1991, 22(4):513-525.
[8] 宋士吉, 张玉利, 贾庆山. 非线性规划(第二版)[M]. 北京:清华大学出版社, 2013.
[9] Ben-Israel, Mond B. What is invexity?[J]. Journal of Australian Mathematical Society, 1986, 29:1-9.
[10] Kuhn H W, Tucher A W. Nonlinear programming[C]//Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, Berkeley:University of California Press, 1950, 81-492.
[11] 杨新民, 戎卫东. 广义凸性及其应用[M]. 北京:科学出版社, 2016.
[12] 彭再云, 李科科, 范琳煊. 向量值D-E-预不变真拟凸映射研究[J]. 系统科学与数学, 2016, 36(8):1298-1307.
[13] Peng Z Y, Wang Z Y, Lin Z, et al. A class of e-α-prequasiinvexity and mathematical programming[J]. Journal of Chongqing Normal University (Natural Science), 2018, 35(3):9-16.
[14] Peng Z Y, Chang S S. Some properties of semi-G-preinvex function[J]. Taiwanese Journal of Mathematics, 2013, 17(3):873-884.
文章导航

/