无穷维最优化问题的离散化求解-暨南大学学报.PDF

32 1 () Vo.l 32 No. 1 2011 02 Journal of Jinan Un iversity(N atural Science) Feb. 2011 1, 2 ( 1. , 200433; 2. , 201209) [ ] . . , . , . [ ] ; ; [ ] O221. 1 [] A [ ] 1000- 9965( 2011) 01- 0001- 05 Solving infinite-dim ensional optim ization problem w ith discretization m ethod 1, 2 YANG Q ing-ji ( 1. School ofM anagem ent, Fudan Un iversity, Shanghai 200433, Ch ina; 2. Department ofApplied M athematics, Shanghai F inanceUn iversity, Shanghai 201209, Ch ina) [Abstract] Solving the infinite-dmi ensional optmi ization problem is considered. By using the discret-i zation method, an infin ite-dmi ensional optmi ization problem is transform ed into a finite-dmi ensional prob- lem. Based on the original and dual solution to the discrete problem, there exist solution sequences con- verging to the optmi al solution to the infin ite-dmi ensional optmi ization problem. Approxmi ate tolls be ob- tained for infin itemulticlass newt ork equ ilibrium problem. [Key w ord s] infin itely dmi ensional; discretization; convergence G= (N; A ) N, 1 a r , D = ar A . - (OD)