一类不可微优化的一阶最优性必要条件  

First-Order Necessary Conditions for a Class of Indifferentiable.Optimization

作　　者：高岩[1] 邓明荣[1] 

机构地区：[1]燕山大学,杭州大学

出　　处：《东北重型机械学院学报》1996年第1期58-61,共4页

摘　　要：考虑下述不可微优化问题：其中为Ｒｎ上的拟可微函数（在Ｄｅｍｙａｎｏｖ和Ｒｕｂｉｎｏｖ意义下）上的局部Ｌｉｐｓｃｈｉｔｚ函数．本文给出该问题的ＦｒｉｔｚＪｏｈｎ必要性条件．推文了以往Ｌｉｐｓｃｈｉｔｚ优化和拟可做优化的ＦｒｉｔｚＪｏｈｎ必要性条件．Considiering the following indifferentiable optimization problemmin where arequasidifferentiable functions (in the sense of Demyanov and Rubinov)defined onRn and are locally Lipschitz defined on Rn. In this paper, theFritz John necessary condition of the problem is given, which is regarded as thegeneralization of Fritz John necessary condition of Lipschitzian optimization and.quasidifferentiable optimization.

关 键 词：不可微 非光滑优化 LIPSCHITZ函数 

分 类 号：O224[理学—运筹学与控制论]