摘要
考虑如下的参数向量优化问题minK{f(w,x)|x∈X,g(w,x)∈C},这里f:W×X→Y是从赋范空间W和X的积到另一个赋范空间Y的Hadamard可微的单值映射,K Y是一个尖闭凸锥,C是Banach空间Z中的一个尖闭凸锥,g:W×X→Z是一个Fréchet可微的映射.借助目标函数的导数、约束映射的余切导数及拉格朗日映射给出了值映射的余切上图导数的两个表示.
Consider the parametrized minimization problem min K{f(w,x)|x∈X,g(w,x)∈C}, where f:W×X→Y a Hadamard-differentiable single-Valued map from the product of two normed spaces W and X to another normed space Y,K∩Y is a convex closed pointed cone. C is a closed convex pointed cone of a Banach space Z, g:W×X→Z is a Fr6chet differentiable mapping. Two representations of contingent epiderivative of the value map is given in terms of the derivative of the objective function, the contingent derivative of the constraint map and the Lagrangian mapping.
出处
《大学数学》
北大核心
2007年第2期117-121,共5页
College Mathematics
关键词
参数向量优化
敏感分析
余切上图导数
伪李普希兹性质
parametric vector optimization
sensitivity analysis
contingent epiderivative
pseudo-Lipschitz property