摘要
基于星形集空间的性质,定义一类星形可微函数.这类函数是方向可微的,其方向导数可以表示成两个正齐次非负连续函数之差,其星形微分为一星形集对.对于含有不等式约束条件的星形可微优化问题,给出一个Fritz-John形式的最优性必要条件.
Based on the properties of the space of star-shaped sets,a class of starshaped differentiable functions,whose directional derivatives are representable as a difference of two nonnegative positively homogeneous continuous functions,is defined.The necessary optimality condition of Fritz-John type for an optimization problem with star-shaped differentiable inequality constraints is given.
出处
《运筹学学报》
CSCD
2011年第2期77-84,共8页
Operations Research Transactions
基金
国家自然科学基金(No.11071029)
关键词
不可微优化
星形集空间
星形微分
Fritz-John条件
nondifferntiable optimization
the space of star-shaped sets
star-shaped differential
Fritz-John condition
