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(h,■)-广义切导数与最优性条件 被引量:3

(h,■)-Generalized Tangent Derivatives and Optimality Conditions
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摘要 借助于Ben-Tal广义代数运算定义了广义(h,■)-Clarke切锥,广义(h,■)-邻接切锥和广义(h,■)-伴随切锥,由此定义了广义(h,■)-Clarke方向导数、广义(h,■)-邻接方向导数、广义(h,■)-伴随方向导数及(h,■)-广义梯度,由此给出了具有(h,■)-凸性的的实值函数最优解的判别条件.文章是Ben-Tal代数在凸分析理论中的应用,所有结果和所用方法可以应用于多目标优化的研究. The concepts of generalized (h,ψ)-Claxke tangent cone,generalized (h,ψ)-adiacent tangent cone and the generalized (h,ψ)-contingent tangent cone are introduced, from which the concepts of generalized (h,ψ)-Claxke tangent derivative, (h,ψ)-adjacent tangent derivative, (h,ψ)-contingent tangent derivative for real value function are proposed with the aid of Ben-Tal generalized algebraic operation and the properties for these derivatives axe discussed, with which the concept of (h,ψ)-generalized gradient is introduced. Finally, the necessary and sufficient optimality conditions for (h,ψ) convex function optimization is described. The paper is an application of the Ben-tal Algebraic in the convex analysis theory. The rusults obtained and the way used here can be applied to multiobjective optimization theory.
出处 《应用数学学报》 CSCD 北大核心 2007年第4期592-603,共12页 Acta Mathematicae Applicatae Sinica
基金 国家自然科学基金(10371024号) 浙江省自然科学基金(Y604003号)资助项目.
关键词 Ben-Tal代数运算 (h ψ)-凸函数 (h ψ)-切锥 (h ψ)-广义梯度 最优性条件 Ben-Tal algebraic operation (h,ψ)-convex function (h,ψ)-tangent cone (h,ψ)-generalized gradient optimality condition
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  • 1XUYihong,LIUSanyang.KUHN-TUCKER NECESSARY CONDITIONS FOR (h, ψ)-MULTIOBJECTIVE OPTIMIZATION PROBLEMS[J].Journal of Systems Science & Complexity,2004,17(4):472-484. 被引量:6
  • 2徐义红,刘三阳.(h,)-Lipschitz函数及其广义方向导数和广义梯度[J].数学物理学报(A辑),2006,26(2):212-222. 被引量:7
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