一类锥约束的多目标优化问题的拉格朗日强对偶定理  

Strong duality theory of a class of cone constrained multi-objective optimization problems via Lagrange functions

作　　者：刘晶晶[1] 

机构地区：[1]西华师范大学数学与信息学院

出　　处：《重庆文理学院学报（自然科学版）》2011年第1期5-8,共4页Journal of Chongqing University of Arts and Sciences

基　　金：国家自然科学基金项目(60804065);四川省教育厅重点科研项目(07ZA123)

摘　　要：通过运用非线性拉格朗日函数,分别在定义域X有界和无界时,讨论了多目标优化问题及其对偶问题的解的关系,并将优化问题的约束条件由-Rm+推广到Rm空间中任意的锥K,以便解决更一般的多目标优化问题.In this paper,by using nonlinear Lagrange function,we discuss the relationship between the solutions of multi-objective optimization problem and its dual problem for the cases where X is bounded and unbounded,respectively.In order to deal with a more general multi-objective optimization problem,we extend the constraint condition of the multi-objective optimization problem from-Rm＋ to any cone K in Rm.

关 键 词：多目标优化 非线性拉格朗日函数 对偶性 

分 类 号：O224[理学—运筹学与控制论]