数学物理学报

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超有效元意义下集值优化的最优性条件

侯震梅; 刘三阳; 周勇   

  1. 新疆财经学院统计与信息系 乌鲁木齐 830000

  • 收稿日期:2004-05-11 修回日期:2006-04-20 出版日期:2007-02-25 发布日期:2007-02-25
  • 通讯作者: 侯震梅
  • 基金资助:
    新疆教育厅基金项目(XJEDU2005I26)资助

The Optimality Conditions of Set-valued Vector Optimization on Super Efficiency

Hou Zhenmei; Liu Sanyang; Zhou Yong   

  1. Department of Statistics, Xinjiang Institute of Finance Economics, Urumqi 830000
  • Received:2004-05-11 Revised:2006-04-20 Online:2007-02-25 Published:2007-02-25
  • Contact: Hou Zhenmei

摘要: 该文在Hausdorff局部凸拓扑向量空间考虑约束集值优化问题(SOP)在超有效意义下的Fritz John条件和Kuhn-Tucker条件.首先借助集值映射的下半可微的概念给出这种空间中集值映射导数的定义, 据此讨论了超有效元的Fritz John最优性条件.最后, 给出约束集值优化问题(SOP)取得超有效元的充分条件.

关键词: 集值优化, 最优性条件, 超有效解, 上图相依导数

Abstract: This paper deals with Fritz-John and Kuhn-Tucker conditions of the set-valued optimization in the sense of super efficiency in Hausdorff locally convex vector space. First the authors introduce the concept of lower semidifferentiability and then give the Fritz-John condition and Kuhn-Tucker condition. Finally the authors obtain the sufficient conditions of set-valued optimization problems on super efficiency.

Key words: Set-valued optimization, Optimality conditions, Super efficient solution, Contingent-epiderivative

中图分类号: 

  • 93C20