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无穷维最优化问题的离散化求解

Solving infinite-dimensional optimization problem with discretization method
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摘要 对无穷维最优化的求解进行研究.利用离散化方法将无穷维最优化问题化为有限维问题.基于离散化问题的原始、对偶解,证明存在一组解序列收敛于原来无穷维最优化问题的最优解.同时,得到无限多类型网络均衡问题收费的近似值. Solving the infinite-dimensional optimization problem is considered.By using the discretization method,an infinite-dimensional optimization problem is transformed into a finite-dimensional problem.Based on the original and dual solution to the discrete problem,there exist solution sequences converging to the optimal solution to the infinite-dimensional optimization problem.Approximate tolls be obtained for infinite multiclass network equilibrium problem.
作者 杨青骥
机构地区 复旦大学管理学院 上海金融学院应用数学系
出处 《暨南大学学报（自然科学与医学版）》 CAS CSCD 北大核心 2011年第1期1-5,共5页 Journal of Jinan University(Natural Science & Medicine Edition)
基金 国家自然科学基金项目(71071035) 上海金融学院科研项目(SHFUKT09-02)
关键词 无穷维 离散化 收敛 infinitely dimensional discretization convergence
分类号 O221.1 [理学—运筹学与控制论]
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参考文献4

  • 1YANG Hai, HUANG Haijun. The multi-class, multi-cri- teria traffic network equilibrium and systems optimum problem[J]. Transportation Research B ,2004,38 ( 1 ) : 1- 15.
  • 2MARCOTTE P, ZHU Daoli. Existence and computation of optimal tolls in muhiclass network equilibrium problems [ J]. Operations Research Letters, 2009,37 ( 3 ) : 211 - 214.
  • 3蔡立艳,朱道立.无限维交通均衡问题离散化方法研究[J].复旦学报（自然科学版）,2007,46(4):442-449. 被引量：1
  • 4MARCOTTE P, ZHU Daoli. Equilibria with infinitely many differentiated classes of customers [ C]// PANG Jong-Shi, FERRIS Michael, Complementarity and Variational Problems, State of Art. SIAM, 1997 : 234 - 258.

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暨南大学学报（自然科学与医学版）
2011年 第1期

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