非凸多目标优化模型的一类鲁棒逼近最优性条件  

Some Robust Approximate Optimality Conditions for Nonconvex Multi-Objective Optimization Problems

作　　者：赵丹[1] 孙祥凯[2] ZHAO Dan;SUN Xiangkai(Institute of Applied Mathematics,Zhengzhou Shengda University of Economics,Business & Management,Zhengzhou 451191,P.R.China;College of Mathematics and Statistics,Chongqing Technology and Business University,Chongqing 400067,P.R.China)

机构地区：[1]郑州升达经贸管理学院应用数学研究所,郑州451191 [2]重庆工商大学数学与统计学院,重庆400067

出　　处：《应用数学和力学》2019年第6期694-700,共7页Applied Mathematics and Mechanics

基　　金：国家自然科学基金(11701057);重庆市自然科学基金重点项目(cstc2017jcyjBX0032);河南省教育厅人文社科项目(2019-ZZJH-202)~~

摘　　要：通过引入一类非凸多目标不确定优化问题,借助鲁棒优化方法,先建立了该不确定多目标优化问题的鲁棒对应模型;再借助标量化方法和广义次微分性质,刻画了该不确定多目标优化问题的鲁棒拟逼近有效解的最优性条件,推广和改进了相关文献的结论.A class of nonconvex multi-objective optimization problems were introduced with data uncertainty.Then,with the robust optimization approach,the robust counterpart model for the uncertain multi-objective optimization problem was built.Moreover,with the scalarization method and the generalized subdifferential properties,the optimality conditions were characterized for robust quasi approximate efficient solutions to the uncertain multi-objective optimization problem.The work generalizes and improves some results in the recent literatures.

关 键 词：多目标优化问题 拟有效解 鲁棒最优性条件 

分 类 号：O221.6[理学—运筹学与控制论]