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不等式约束的向量优化中值映射的余切上图导数 被引量:3

Contingent Epiderivative of the Value Map in Vector Optimization of Inequality Constraint
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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.
作者 万莉娟
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
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参考文献9

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二级参考文献15

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共引文献13

同被引文献9

  • 1宋文,万利娟.向量优化中值映射的余切上图可微性(英文)[J].黑龙江大学自然科学学报,2005,22(2):198-203. 被引量:14
  • 2Aubin J 'P. Contingent derivatives of set-valued maps and existence of solutions to nonlinear inclusions and differential inclusions[M]//Nachbin L. Mathematical analysis and applications, part A. New York: Academic Press, 1981 : 160-122.
  • 3Aubin J P, Frankowska H. Set-valued Analysis[M]. Basel: Birkhauser, 1990.
  • 4Penot J P. Central and peripheral results in the study of marginal and performance functions, Mathematical Programming with Data Perturbations[C]//Lecture Notes in Pure and Applied Mathematics. New York: Marcel Dekker Inc. 1997 : 238-246.
  • 5Bednarczuk E, Song W. Contingent epiderivative and its applications to set-valued optimization[J]. Control and Cybernetics, 1998, 27: 376-386.
  • 6Y Sawaragi, H Nakayama, T Tanino. Theory of Muhiobjective optimization[M]. New York: Academic Press, 1985.
  • 7万莉娟,朱婧,高艳林.参数多目标优化问题敏感分析[J].齐齐哈尔大学学报(自然科学版),2010,26(2):82-85. 被引量:1
  • 8仇秋生,王定畅,张莹.集值优化问题近似Henig有效解集的连通性[J].应用数学学报,2017,40(1):149-160. 被引量:7
  • 9万莉娟,宇世航,李月秋,马占春.向量集值优化问题真有效解的最优性充分条件[J].高师理科学刊,2020,40(1):6-8. 被引量:3

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