摘要
本文给出一种广义拟可微函数类,它是Demyanov与Rlubinov(1980)意义下拟可微函数的推广,通过凸集类对的空间的某些理论,建立了这类广义拟可微函数的微分学理论,包括加法运算、数乘运算、乘法运算、除法运算、极大值运算,极小值运算以及复合运算的微分公式和中值定理。这些结果为广义拟可微类函数优化研究提供了基本工具.
A class of generalized quasi-differentiable functions, as an extension of the class of quasi-differentiable functions in the sense of Demyanov and Rubinov (1980), is studied systematically in this paper. Based on the theory of the space of pairs of convexet collections proposed by [17], the calculus theory of generalized quasi-differential is established, including the operations of scalar multiplication, multiplication, division, pointwise maximum, pointwise minimum and composition. And several mean-value theorems are demonstrated as well. The proposed calculus theory provides a foundation for the study on generalized quasi-differentiable outimization.
出处
《运筹学学报》
CSCD
北大核心
2007年第2期17-30,共14页
Operations Research Transactions
基金
Supported by Young National Foundation of Natural Science of China (10001007)
The Foundations of Ph.D.Units of the Education Ministry of China(2002014013).
关键词
运筹学
非光滑优化
方向可微函数
方向导数
拟可微函数
拟微分
广义
拟可微函数
广义拟微分
中值定理
Operations research, nonsmooth optimization, directional differentiable function, directional derivative, quasi-differentiable function, quasi-differential, generalized quasi-differentiable function, generalized quasi-differential