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ON CONE D.C. OPTIMIZATION AND CONJUGATE DUALITY

ON CONE D.C. OPTIMIZATION AND CONJUGATE DUALITY
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摘要 This paper derives first order necessary and sufficient conditions for unconstrained coned.c. Programming problems where the underlined space is partially ordered with respect to acone. These conditions are given in terms of directional derivatives and subdifferentials of thecomponent functions. Moreover, conjugate duality for cone d.c. Optimization is discussed andweak duality theorem is proved in a more general partially ordered linear topological vectorspace (generalizing the results in [11]). This paper derives first order necessary and sufficient conditions for unconstrained cone d.c. programming problems where the underlined space is partially ordered with respect to a cone. These conditions are given in terms of directional derivatives and subdifferentials of the component functions. Moreover, conjugate duality for cone d.c. optimization is discussed and weak duality theorem is proved in a more general partially ordered linear topological vector space (generalizing the results in [11]).
作者 M.SEMU
出处 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2003年第4期521-528,共8页 数学年刊(B辑英文版)
关键词 锥d.c.最优化 共轭对偶 弱对偶定理 次梯度 多目标优化 方向导数 Multi objective optimization, Cone d.c. programming, Optimality conditions, Conjugate duality
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