两种微分形式下最优性条件的关系  

RELATION BETWEEN TWO NECESSARY OPTIMALITY CONDITIONS

作　　者：高岩[1] 

机构地区：[1]大连理工大学应用数学系

出　　处：《经济数学》1998年第3期43-46,共4页Journal of Quantitative Economics

基　　金：国家自然科学基金;机械部教育司基金

摘　　要：本文考虑具有不等式约束条件不可微优化问题，假定目标函数和约束函数既是Lipschitz的也是拟可微的．证明了该问题拟微分形式下的FritzJohn点必是Clarke广义梯度形式下的FritzJohn点．另外，还给出了拟微分和Clarke广义梯度之间的关系．A kind of nonsmooth optimization with inequality constraints,where objective functions are not only Lipschitzian but also quasidifferentiable, is considered. We prove that a Fritz John point expressed by Clarke generalized gradient is a Fritz John point expressed by quasidifferential. Finally,a relation between Clarke generalized gradient and quasidifferential is presented.

关 键 词：不可做优化 最代性条件 Clarke广义梯度 拟微分 

分 类 号：F224[经济管理—国民经济]