摘要
讨论约束是非线性不等式和变分不等式的多目标规划问题(简记为VPEC问题), 即目标为多个均衡约束的数学规划. 给出了多目标VPEC问题的最优性必要和充分条件, 利用充分性条件将多目标VPEC问题转化为一个与之等价的一般形式的约束优化问题, 并建立了求解此问题的l1 罚函数方法.
The present paper presents a new problem, whose object is multiobjective and whose constraint is nonlinear inequality and variational inequality. This problem belongs to MPEC problem (mathematical programs with equilibrium constraints), whose sufficient and necessary optimality conditons are given in this paper . By means of this sufficient condition the VPEC problem is transfered to a usual optimizational problem with constraints. An algorithm to solve this problem, i.e., the l_1 penalty function is given. In the end an example is given.
出处
《吉林大学学报（理学版）》
CAS
CSCD
北大核心
2005年第3期275-281,共7页
Journal of Jilin University:Science Edition
基金
教育部科研重点项目基金(批准号: 02089)
