优化和均衡的等价性  

EQUIVALENCY BETWEEN OPTIMA AND EQUILIBRIA

作　　者：陈光亚[1] 

机构地区：[1]中科院数学与系统科学研究院,北京100190

出　　处：《系统科学与数学》2009年第11期1441-1446,共6页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金(10831009)资助项目

摘　　要：通过向量优化问题,向量变分不等式问题以及向量变分原理来分析优化问题及均衡问题的一致性。从而显然,可以用统一的观点来处理数值优化、向量优化以及博弈论等问题。进而为非线性分析提供了一个新的发展空间。Optimization and equilibrium are two important concepts in system science. In this paper we show that the two concepts are equivalent in some sence. The variational inequality is an important tool in many applications. A nonlinear programming can be transformed into a variational inequality under convexity and differentiability. Indeed, in some practical cases, if we do not know the accurate expression of the objective function in an optimization problem, but we know its variable speed of values of objective function, then an optimization problem can be formulated as a variational inequality. Except for the optimization field, there are other foundations to introduce variational inequalities. In the sixties, Stampacchia transformed a partial differential equation to a variational inequality problem. A network equilibrium problem and a variational inequality is equivalent under some conditions by Wardrop equilibrium principle. Besides, some problems in the network economics can be solved by variational inequalities. In this paper we introduce a vector variational inequality and we show that an multiobjective optimization problem is equivalent with a vector variational inequality in some conditions. For this end we will introduce nonlinear scalarization function to a-variable preference structure, and we obtain some properties of the nonlinear scalarization function. For approximation analysis of multiobjective optimization problems, we will introduce vector variational principles for vector-valued functions and some equivalence among the vector variational principles and some important theorems in nonlinear analysis.

关 键 词：向量优化 向量变分不等式 向量变分原理. 

分 类 号：O224[理学—运筹学与控制论] O174.13[理学—数学]