摘要
本文研究集值优化问题在严有效意义下的鞍点理论及对偶理论。首先,给出集值优化问题在严有效意义下鞍点的一个等价命题和鞍点定理。其次,在某种凸性假设下,研究严有效意义下鞍点最优性条件、弱对偶性、强对偶性、逆对偶性。
This paper studies the saddle point and duality theory of set-valued optimization problems in the sense of strict efficiency. An equavilent proposition of saddle point and a saddle point theorem in the sense of strict efficiency are given. The optimality conditions of saddle points, weakly duality theorem, strong duality theorem and converse duality theorem are obtained under convexity assumptions.
出处
《工程数学学报》
CSCD
北大核心
2006年第5期915-918,共4页
Chinese Journal of Engineering Mathematics
基金
国家自然科学基金(69972036)
关键词
集值优化
最优性条件
严有效解
严鞍点
set-valued optimization
optimality condition
strictly efficient solution
strict saddle point
