摘要
利用集值分析、非光滑分析与优化理论，研究了两级优化问题的性质、结构，提出了处理这类问题的一个通用性结构化模型，并利用该模型导出了非凸非光滑条件下两级优化问题的微分包含型必要条件，最后给出了其求解的算法及算例．
In this paper,two level optimization problems have been investigated in the framework of set valued analysis,nonsmooth analysis and optimization theory.The structure and nature of these problems are analyzed in detail.A structured model to deal with this problem is provided,and necessary optimality condition of differential inclusions type is obtained for nonconvex nonsmooth two level problem through this model.In the end,the algorithms and an example for this problem are given.
出处
《系统工程学报》
CSCD
1998年第3期92-99,共8页
Journal of Systems Engineering
基金
国家青年自然科学基金
中国博士后科学基金
国家科委基础研究基金
关键词
值函数
必要条件
非光滑两级优化问题
算法
决策
two level optimization,nonsmoothness,value function,necessary condition,differential inclusions
