运筹学

变序结构局部弱非控点的二阶刻画

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  • 南昌大学数学系, 南昌 330031

收稿日期: 2017-03-09

  网络出版日期: 2019-03-15

基金资助

国家自然科学基金(No.11461044),江西省自然科学基金(No.20151BAB201027)

Second-order characterizations for local weakly nondominated points with variable ordering structure

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  • Department of Mathematics, Nanchang University, Nanchang 330031, China

Received date: 2017-03-09

  Online published: 2019-03-15

摘要

引进了一种二阶切导数,借助该切导数给出了变序结构集值优化问题取得局部弱非控点的二阶最优性必要条件.在某种特殊情况下,给出了一阶最优性条件.通过修正的Dubovitskij-Miljutin切锥导出的约束规格,给出了两个集值映射之和的二阶相依切导数的关系式,进一步得到目标函数与变锥函数的二阶相依切导数分开形式的最优性必要条件.

本文引用格式

徐义红, 梅芳 . 变序结构局部弱非控点的二阶刻画[J]. 运筹学学报, 2019 , 23(1) : 45 -52 . DOI: 10.15960/j.cnki.issn.1007-6093.2019.01.005

Abstract

A kind of second-order tangent derivatives is introduced, with which a second-order necessary optimality condition is established for set-valued optimization with variable ordering structure in the sense of local weakly nondominated points. Under special circumstances, a first-order necessary optimality condition is obtained. The relationship to second-order contingent tangent derivatives for the sum of two set-valued maps is given under some constraint qualification indued by modified Dubovitskij-Miljutin tangent cones. Further more, a necessary optimality condition is obtained where the objective and constraining functions are considered separately with respect to second-order contingent tangent derivatives.

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