集值优化问题严最大有效解的高阶刻画  

Higher-Order Characterizations for Set-Valued Optimization on Strictly Maximal Efficient Solutions

作　　者：杨扬[1] 徐义红[1] 熊卫芝[1] 

机构地区：[1]南昌大学数学系,南昌330031

出　　处：《运筹学学报》2011年第2期103-109,共7页Operations Research Transactions

基　　金：国家自然科学基金(10461007);江西省自然科学基金(2009GZS0021);江西省教育厅科技项目(GJJ09069)

摘　　要：在实赋范线性空间中考虑集值优化问题的严有效性.利用高阶导数的性质给出了受约束于固定集的集值优化问题取得严最大有效解的高阶导数型最优性必要条件.当目标函数为锥凹集值映射时,利用严最大有效点的性质得到集值优化问题取得严最大有效解的充分条件.The strict efficiency of set-valued optimization is considered in real normed spaces.By applying the properties of higher-order derivatives,higher-order type necessary optimality condition is established for a set-valued optimization problem whose constraint condition is determined by a fixed set to attain its strictly maximal efficient solution.When objective function is concave,with the properties of strictly maximal efficient point,sufficient optimality condition is also derived.

关 键 词：严最大有效解 m-阶Contingent切导数 集值优化 

分 类 号：O221[理学—运筹学与控制论]