超有效元意义下集值优化的最优性条件.pdfVIP

2007,27A(1):131–137 Æ ∗ 1,2 2 1,2 1( 830000) 2 ( 710071) Hausdorff Æ (SOP) Fritz John ℄ Kuhn-Tucker ℄  Fritz John (SOP)  Æ MR(2000) 93C20 O224 A 1003-3998(2007)01-131-07 1 [8, 9] Kuhn-Tucker [4,6] [7,8] [11, 12] [5, 9] [2, 4, 6, 7] [1] Hausdorff [2, 4, 6, 7] [1] Hausdorff X, Y, Z Hausdorff X ∗ , Y ∗ , Z∗  K ⊂ Y, D ⊂ Z K ∗ , D∗ K, D  K  K ∗ K ∗ = {k∗ ∈ Y ∗ : k∗ (k) ≥ 0, k ∈ K }, k∗ (k) k∗ k (SOP)  (SOP) min F (x),  s.t. x ∈ A = {x ∈ X : G(x) −D = ∅}. F : X → 2Y , G : X → 2Z graphF = {(x, y) ∈ X × Y | y ∈ F (x), x ∈ Dom(F )}, F (A) = F (x), Dom(F ) = Dom(G) = X. x∈A 2004-05-11; 2006-04-20 E-mail: zhenmeihou−6@ ∗ (XJEDU2005I26) 132 Vol.27A 2 2.1[1] A X ℄x ∈ clA, A x T (A, x) = clcone((A − x) ∩ U ), µ X ℄ U ∈µ [1] T (A, x) = {u ∈ X | {tα }, tα 0, {xα }, xα ∈ A lim tα (xα −x) = u}. 2.2[1] (x, y) ∈ graphF (x, y), F (x, y) v ∈ DF (x, y)(u) ⇔ (u, v) ∈ T (epiF, (x, y)), epiF = {(x, y) ∈ X × Y |y ∈ F (x) + K, x ∈ Dom(F )}. 2.2 T (A, x) v ∈ DF (x, y)(u) ⇔ {tα 0}; tα 0; {xα }, xα ∈ X ; {yα }, yα ∈ F (xα ) + K ; {(xα , yα )} → (x, y), (u, v) = lim tα (xα − x, yα − y). 2.3[1] F : X → 2Y (x, y) ∈ grap