期刊文献+

uv-理论在一类半无限最小化问题的应用(英文) 被引量:1

An Application of the uv-Theory to a Class of Semi-Infinite Minimization Problems
下载PDF
导出
摘要 Lemarechal,Oustry和Sagastizabal(2000)提出的uv分解理论为解决非光滑函数的高阶展开提供了一种新的途径,并将此理论应用于研究具有有限个约束的非线性规划的精确罚函数.本文将这一研究推广到具有无限约束的一类半无限规划的问题上,并给出了与这类最小化问题的精确罚函数的U-Lagrange函数有关的某些结果. In this paper, some results on the uv-decomposition of an exact penalty function in NLP, due to Lemarechal, Oustry and Sagastizabal (2000), are extended to a class of semi-infinite minimization problems. Some properties of the uv-decomposition and u-Lagrangian of an exact penalty function of a semi-infinite minimization problem are given.
出处 《运筹学学报》 CSCD 北大核心 2004年第3期29-38,共10页 Operations Research Transactions
基金 WassupportedbytheStateFoundationsofPh.D.UnitsfromtheMinistryofEducation(20020141013)NSFofChina(10001007)ResearchFoundationofDUT(2002-03),3004888No1
关键词 UV-分解 半无限规划 非光滑函数 u-Lagrange函数 罚函数法 凸分析 OR, nonsmooth optimization, uv-decomposition, u-Lagrangian, penalty function, semi-infinite programming, convex analysis.
  • 相关文献

参考文献5

  • 1J-P. Aubin. Applied Unction Analysis. New York, Chichestr, Brisbane, Toronto, Singapore, 1979, 35-49.
  • 2J-B Hiriart-Urruty, C Lemarechal. Convex Analysis and Minimization Algorithms.Number 305-306 in Grund. der math Wiss Springeer-Verlag, 1993. (two volumes).
  • 3C Lemarechal, F Oustry, C Sagastizabal. The U4-Lagrangian of a convex function.Trans Amer Math Soc , 2000, 352, 711-729.
  • 4R Mifflin, C Sagastizdbal. VU- decomposition derivatives for convex max-function.Lecture Notes in Economics and Mathematical Systems, 1999, 477, 167-186.
  • 5R T Rockafellar. Convex Analysis. Princeton University Press, N J, 1970.

同被引文献6

  • 1X.Chen,M.Fukushima. Proximal quasi-newton methods for nondif eren-tiable convex optimization[J].Mathematical Programming,1999.313-334.
  • 2L.Luksan,J.Vlcek. A bundle-newton method for convex nonsmooth Uncon-strained minimization[J].Nathematical Programming,1998.373-391.
  • 3K.C.Kiwiel. Convergence of the gradient sampling algorithm for nonsmoothon-convex optimization[J].SIAMJ Optim,2007.379-388.
  • 4V.F.Demyanov,A.Rubinov. ConstructiveNonsmooth Anslysis,APProx[M].Optim.Peter Lang,Frankfurt am Main,Germany,1995.
  • 5孟凡文,高岩,夏尊铨.极大值函数的二阶方向导数[J].大连理工大学学报,1998,38(6):621-624. 被引量:2
  • 6王炜,夏尊铨.U-拉格朗日函数的最优解集[J].辽宁师范大学学报(自然科学版),2002,25(4):346-348. 被引量:1

引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部