一类不可微优化的Fritz-John条件  

Fritz-John Condition for a Class of Nondifferntiable Optimization

作　　者：潘少荣[1,2] 张立卫[1] 

机构地区：[1]大连理工大学应用数学系,大连116024 [2]哈尔滨师范大学数学科学学院,哈尔滨150080

出　　处：《运筹学学报》2011年第2期77-84,共8页Operations Research Transactions

基　　金：国家自然科学基金(No.11071029)

摘　　要：基于星形集空间的性质,定义一类星形可微函数.这类函数是方向可微的,其方向导数可以表示成两个正齐次非负连续函数之差,其星形微分为一星形集对.对于含有不等式约束条件的星形可微优化问题,给出一个Fritz-John形式的最优性必要条件.Based on the properties of the space of star-shaped sets,a class of starshaped differentiable functions,whose directional derivatives are representable as a difference of two nonnegative positively homogeneous continuous functions,is defined.The necessary optimality condition of Fritz-John type for an optimization problem with star-shaped differentiable inequality constraints is given.

关 键 词：不可微优化 星形集空间 星形微分 Fritz-John条件 

分 类 号：O221.2[理学—运筹学与控制论]