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广义约束极大极小问题的非光滑方程组模型及其应用

Nonsmooth Equations Models of Generalized Constrained Minimax Problem and Its Applications
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摘要 广义约束极大极小问题在理论和实践中有着广泛的应用.为了能够借助已有的优化方法解决这类问题,利用KKT最优性条件和Fischer-Burmeister非线性互补函数,给出了广义约束极大极小问题的两个等价的非光滑方程组模型,介绍了1个相应的解法—Newton法,并给出了该模型在车间调度方面的应用. Using Karush-Kuhn-Tucker optimality condition and Fischer-Burmeister NCP functions, we established two equivalent models of nonsmooth equations for a generalized constrained minimax problem. Newton methods for resolving this equations system are recommended and an application of the generalized constrained minimax problem is discussed. Applications to Job-Shop scheduling problem are proposed.
作者 赵文会 高岩 袁朴玉
机构地区 上海理工大学管理学院 沈阳理工大学基础部
出处 《辽宁师范大学学报（自然科学版）》 CAS 北大核心 2005年第3期276-279,共4页 Journal of Liaoning Normal University:Natural Science Edition
基金 上海市教委重点项目(04EA01)
关键词 广义极大极小问题 优化 非光滑方程组 NEWTON法 generalized constrained minimax problem optimization nonsmooth equations Newton methods
分类号 O221.2 [理学—运筹学与控制论]
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参考文献9

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共引文献17

辽宁师范大学学报（自然科学版）
2005年 第3期

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