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有效解的—阶广义梯度条件

One Order Generalized Gradient Conditions of Efficient Solutions
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摘要 本文讨论带闭凸锥的多目标优化问题.设f(x)是目标向量函数,g(x)是约束向量函数,M, -N分别是它们的控制锥.当x是弱有效解,则?;当x是绝对有效解,则▽f(x)是零矩阵.而当f(x)是M-凸函数,g(x)是N-拟凸函数,则存在λ,使0∈?(x^rf)(x).这里对应于x是有效解和Hartley真有效解分别有λ∈M·\{0}和λ∈intM.M表示M的正极锥, 表Clarke广义梯度集.而锥拟凸函数是我们提出的一种比锥凸函数更广泛的函数,我们称g(x)是N—拟凸的是指对R^m中的任何α,{x∈X|g(x)≤N~α}是凸集.另外,当x是Hortley真有效解,还存在m×k阶矩阵,使0∈?[λ~r(f+Ag)(x)],而λ∈M·|{0}. This paper discusses multiobjective optimization with closed convex cones. The main results obtained are as followings: f (x) is taken as the objective vector function, and g (x) as the subject vector function, M, —N as their dominating cones respectively. When f (x) is M—convex and g (x) is N—quasiconvex, then there is vector λ to make zero an element of Clarke generalized gradient set of (λ~Tf)(x) at ?. If ? is efficient solution or Hartley proper efficient solution, then λ∈EM\ {0} or λ∈ intM. Correspondingly, for ? being the weak efficient, ?f (?) ? intM, and for ? being the absolute efficient, ▽f (?) is zero matrix, and for ? being the Hartley properly efficient, there is an m×k matrix A to make zero an element of Clarke generalized gradient set of λ~T (f+Ag) (x) at ?. The cone quasiconvexity proposed here is a weaker condition than that of cone convexity. If {x∈X|g (x) ≤Nα} i a convex set for any vector α in R^m, we call g (x) an N—quasiconvex function.
出处 《河海大学学报(自然科学版)》 CAS CSCD 1990年第1期76-81,共6页 Journal of Hohai University(Natural Sciences)
关键词 凸函数 一阶 广义 梯度条件 proper efficiency weak efficiency Clarke generalized gradient cone quasiconvexity first order necessary condition
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参考文献4

  • 1李雨生.在一种广义锥凸性下的多目标优化解[J]河海大学学报,1987(05).
  • 2应玫茜.非光滑多目标规划非控解和真有效解[J]系统科学与数学,1985(04).
  • 3D. T. Luc. On duality theory in multiobjective programming[J] 1984,Journal of Optimization Theory and Applications(4):557~582
  • 4P. L. Yu. Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives[J] 1974,Journal of Optimization Theory and Applications(3):319~377

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