罚总体最优性条件

1°我们曾在[1]、[2]中讨论了用罚函数方法求解带不等式约束的总极值问题,但没有给出收敛的判别条件.在[3]、[4]、[5]中讨论了总极值的最优性条件,但没有考虑与罚函数相联系的最优性条件.在实际计算中又要用到这类最优性判别准则.因此,应该建立罚总体最优性条件.2°设f(x)是n维欧氏空间R~n上的连续函数,     

约束总极值问题的双曲和三角变差积分算法实现和比较

运用双曲和三角变差积分以及罚函数技术研究和求解约束总极值问题,给出了其罚最优性条件及罚双曲和三角变差积分算法.结合Monte-Carlo技术,特别针对n=100个变量具有不连续约束总极值问题进行了数值模拟,计算结果表明所设方法是可行性的.     

求总极值问题的最优性条件

郑权提出了求总极值问题的积分－水平集的概念性算法,同时给出了最优性条件。本文提出了修正的积分－水平集算法,并且给出了类似的总极值存在的最优性条件。     

多商品流电子商务供应链网络模型

针对多商品流三层供应链网络模型,将电子商务整合到多商品流供应链网络中,导出了每层网络代理商或决策者的最优性条件,给出了问题的变分不等式形式,得到了系统达到均衡的条件,给出了具体算例并进行了求解.     

一种新的求总极值的水平值估计算法

提出了一种求解总极值问题的新水平值估计算法. 为此, 引入一类变差函数并研究它的性质; 给出基于变差函数的全局最优性条件, 并构造出一种求总极值的水平值估计算法. 为了实现这种算法, 采用了基于重点样本技术的Monte-Carlo方法来计算变差,并利用相对熵算法的主要思想更新取样密度.初步的数值实验说明了算法的有效性.     

全局优化问题的一类积分型最优性条件 (英)

本文通过构造水平集辅助函数对一类积分全局最优性条件进行研究. 所构造的辅助函数仅含有一个参数变量与一个控制变量,该参数变量用以表征对原问题目标函数最优值的估计,而控制变量用以控制积分型全局最优性条件的精度. 对参数变量做极限运算即可得到积分型全局最优性条件.继而给出了用该辅助函数所刻画的全局最优性的充要条件, 从而将原全局优化问题的求解转化为寻找一个非线性方程根的问题.更进一步地,若所取测度为勒贝格测度且积分区域为自然数集合的一个有限子集, 则该积分最优性条件便化为有限极大极小问题中利用凝聚函数对极大值函数进行逼近的近似系统.从而积分型全局最优性条件可以看作是该近似系统从离散到连续的一种推广.     

不完全拉格朗日函数和具有(F α,ρ,d)凸性的数学规划的鞍点判别准则

用一个不完全拉格朗日函数研究一类具有(F,α,ρ,d)凸性假设的非线性规划问题的鞍点最优性判别准则,为了得到最优解与鞍点之间的关系,给出了(F,α,ρ,d)凸性中参数所要满足的条件．     

拓扑向量空间中极值问题的高阶最优性必要条件

众所周知,最优性条件的讨论在最优化理论中占有十分重要的地位,尤其是带约束的一般的极值问题(P)的高阶最优性条件的讨论更引人注目,例如 K.H.Hoffman andH.J.Cornstaedt及A.Linnemann借助于高阶变分集合;F.Lempio and J.Zowem利用像空间中的高阶凸逼近; B.Gollan引用诱导推导出了优化问题的高阶最优性必     

R~n 空间一类广义 MAXMIN 问题的最优性条件

本文拟应用凸锥分离定理给出 R~n 空间一类广义maxmin问题的最优性条件.第2节首先给出了有关的预备性定义及引理.第3节研究了3种GMM(D,f)模型,给出了相应的最优性条件.第4节讨论了 GMM(D,f)最优解与 R~(?) 空间广义向量极值问题GVP(D,f)(见定义2.1)的弱有效解的一个关系.     

混合整数二次规划问题的全局最优性条件

本文给出了混合整数二次规划问题的全局最优性条件,包括全局最优充分性条件和全局最优必要性条件.我们还给出了一个数值实例用以说明如何利用本文所给出的全局最优性条件来判定一个给定点是否是全局最优解.     

Lagrange multipliers and generalized differentiable functions in vector extremum problems

In this paper, we establish a necessary optimality condition for a nondifferentiable vector extremum problem which involves a generalized vector-valued Lagrangian function. Such a condition is stated for a wide class of functions, which embraces the differentiable ones and a subclass of locally Lipschitzian functions. The condition embodies the classic theorem of F. John in multiobjective optimization.This research was partially supported by the Ministry of Public Education, Rome, Italy.     

Global Optimality Conditions and Optimization Methods for Quadratic Knapsack Problems

The quadratic knapsack problem (QKP) maximizes a quadratic objective function subject to a binary and linear capacity constraint. Due to its simple structure and challenging difficulty, it has been studied intensively during the last two decades. This paper first presents some global optimality conditions for (QKP), which include necessary conditions and sufficient conditions. Then a local optimization method for (QKP) is developed using the necessary global optimality condition. Finally a global optimization method for (QKP) is proposed based on the sufficient global optimality condition, the local optimization method and an auxiliary function. Several numerical examples are given to illustrate the efficiency of the presented optimization methods.     

A new necessary and sufficient global optimality condition for canonical DC problems

The paper proposes a new necessary and sufficient global optimality condition for canonical DC optimization problems. We analyze the rationale behind Tuy’s standard global optimality condition for canonical DC problems, which relies on the so-called regularity condition and thus can not deal with the widely existing non-regular instances. Then we show how to modify and generalize the standard condition to a new one that does not need regularity assumption, and prove that this new condition is equivalent to other known global optimality conditions. Finally, we show that the cutting plane method, when associated with the new optimality condition, could solve the non-regular canonical DC problems, which significantly enlarges the application of existing cutting plane (outer approximation) algorithms.     

On necessary optimality conditions for systems Governed by a two point boundary value problem. I

The paper concerns a necessary optimality condition in form of a Pontryagin Minimum Principle for a system governed by a linear two point boundary value problem with homogeneous Dibichlet conditions, whereby the control vector occurs in all coefficients of the differential equation. Without any convexity assumption the optimality condition is derived using a needle-like variation of the optimal control. In case of convex local control constraints the optimality condition implies the linearized minimum principle, which we have proved in [2]. An example shows that for this linearized optimality condition the convexity of the set of all admissible controls is essential.     

向量值最优化问题的最优性条件与对偶性

本文我们首先给出一类向量值优化问题（VP）的正切锥真有效解的定义，在锥方向导数的假设下，讨论了一类单目标问题 的最优性必要条件；然后利用正切锥方向导数定义一类正切锥F－凸函数类，并给出了（VP）正切锥真有效解的充分性条件，最后我们亦讨论了（VP）在正切锥真有效解意义下的对偶性质。     

Sufficient optimality conditions and duality in vector optimization with invex-convexlike functions

We prove the Kuhn-Tucker sufficient optimality condition, the Wolfe duality, and a modified Mond-Weir duality for vector optimization problems involving various types of invex-convexlike functions. The class of such functins contains many known generalized convex functions. As applications, we demonstrate that, under invex-convexlikeness assumptions, the Pontryagin maximum principle is a sufficient optimality condition for cooperative differential games. The Wolfe duality is established for these games.The author is indebted to the referees and Professor W. Stadler for valuable remarks and comments, which have been used to revise considerably the paper.     

Optimal design of beams for prescribed compliance under alternative loads

A global optimality condition is established for minimum-weight design of sandwich beams with elementwise constant cross section for prescribed compliances in alternative states of loading. This condition requires a nonnegative linear combination of the mean-square curvatures of an element in the considered states of loading to have the same value for all elements. The use of the condition in the determination of the minimum-weight design is illustrated by examples.This research was sponsored by the Air Force Flight Dynamics Laboratory, Wright-Patterson Air Force Base, Ohio, under Contract No. F33615-69-C-1826. The authors wish to express their thanks to Professor J. B. Martin, Brown University, for helpful discussions.     

An implementable algorithm for the optimal design centering,tolerancing, and tuning problem

An implementable master algorithm for solving optimal design centering, tolerancing, and tuning problems is presented. This master algorithm decomposes the original nondifferentiable optimization problem into a sequence of ordinary nonlinear programming problems. The master algorithm generates sequences with accumulation points that are feasible and satisfy a new optimality condition, which is shown to be stronger than the one previously used for these problems.This research was sponsored by the National Science Foundation (RANN), Grant No. ENV-76-04264, and by the Joint Services Electronic Program, Contract No. F44620-76-C-0100.     

集值映射多目标规划的K-T最优性条件

讨论集值映射多目标规划(VP)的最优性条件问题.首先,在没有锥凹的假设下,利用集值映射的相依导数,得到了(VP)的锥--超有效解要满足的必要条件和充分条件.其次,在锥凹假设和比推广了的Slater规格更弱的条件下,给出了(VP)关于锥--超有效解的K--T型最优性必要条件和充分条件.