多目标优化问题及其在金融投资中的应用-应用数学专业论文.docxVIP

II II ABSTRACT As a most important branch of optimization theory and its applications, multi-objective optimization’s theoretical research related to many branches such as convex analysis, nonsmooth analysis, nonlinear analysis, etc. At the same time, multi-objective optimization also has important applications in many areas of national life. In multi-objective optimization problems, there are still some meaningful hot issues, such as the theoretical research of approximate solution , intelligent optimization algorithm, applications in practical problems and so on. Many authors have gained a lot of results. Inspired by these results, we discussed some questions focusing on ??- quasi weakly efficient solution in multi-objective optimization, non-dominated sorting genetic algorithm with elite strategy (NSGA-II), multi-objective optimization in financial investment. Our main work was as follows: In chapter I, we looked back on some research in multi-objective optimization and introduced the preliminaries. In chapter II, first of all, on the basis of [1], maintainning convexity assumptions unchanged, we increased the equality constraint of the MP and extended it to the VP with some general constraints. We defined a weak saddle point of VP,and introduced a dual model. We get a lot of results, such as the existence of sufficient and necessary conditions of ??- quasi weakly efficient solution and the saddle point in multiobjective optimization of VP problem and we proved the corresponding duality theorem. Then, under the semi-convexity assumptions, necessary and sufficient conditions were obtained for the existence of ??- quasi weakly efficient solution in multiobjective optimization problem and the duality theorem was proved . In chapter III, on the basis of the review of the existing multi-objective optimization algorithm, we discussed a class of intelligent optimization algorithms of multi-objective optimization - NSGA-II(non-dominated sorting g