B-(p,r)-不变凸规划问题的Wolfe型对偶  

Wolfe Duality for Programming Problems With B-(p, r)-Invexity Functions

作　　者：孙玉华[1] 谢铁军[1] 

机构地区：[1]北京科技大学数学力学系,北京100083

出　　处：《北京工业大学学报》2005年第6期666-669,共4页Journal of Beijing University of Technology

摘　　要：B-(p,r)-不变凸函数是一类新的广义凸函数．这篇文章利用B-(p,r)-不变凸函数建立了目标函数和约束函数均可微时的多目标规划问题的Wolfe型对偶,证明了目标函数和约束函数在B-(p,r)-不变凸函数限制下的弱对偶、强对偶和严格逆对偶定理,其结论具有一般性,拓宽了涉及不变B-凸函数、(p,r)-不变凸函数和不变凸函数的文献中关于Wolfe型对偶的结论．B-（p, r）-invexity is a new generalized invex function. By using B-（ p, r ）-invexity functions, the wolfe dual of the multiobjective programming problems is considered, in which the objective and the con- straint functions are differentiable. The weak, strong and strict converse duality results are established, these results are obtained under B-（p, r）-invexity assumptions on objective and the constraint functions. The work generalizes many results on programming problems with B-invexity functions, （p, r）-invexity functions and invex functions.

关 键 词：多目标规划 B-(p r)-不变凸函数 对偶 有效解 

分 类 号：O224[理学—运筹学与控制论]