两类扰动映射的灵敏性分析-计算数学专业论文.docxVIP

Sensitivity Analysis of Two Classes of Perturbation Maps A Thesis Submitted to Chongqing University in Partial Fulfillment of the Requirement for the Degree of Master of Science By Liao Chunmei Supervised by Prof. Li Shengjie Major: Computational Mathematics College of Mathematics Statistics of Chongqing University, Chongqing, China April, 2011 重庆大学硕士学位论文中文摘要 重庆大学硕士学位论文 中文摘要 I I 摘 要 本文讨论了广义扰动映射的二阶灵敏性性质和参数集值优化问题的灵敏性性 质。 首先，引入了集值映射的二阶原可微、二阶半可微和二阶下半可微的概念， 然后利用它们研究了一类集值映射的二阶可微性性质并得到了它的二阶导数的明 确表达式，进而讨论了广义扰动映射的二阶灵敏性性质。 其次，利用集值映射的序半连续性和局部序半连续性讨论了集值映射与锥之 和的上导数的明确表达式并利用已知的结论研究了参数集值优化问题的灵敏性性 质。 关键词：广义扰动映射，参数集值优化问题，灵敏性，二阶可微性，序半连续性 重庆大学硕士学位论文英文摘要 重庆大学硕士学位论文 英文摘要 II II ABSTRACT In this thesis, second-order sensitivity properties of generalized perturbation maps and sensitivity properties of parametric set-valued optimization problems in Banach spaces are discussed. At first, the concepts of second-order proto-differentiability, second-order semidifferentiability and second-order lower semidifferentiability for set-valued maps are introduced. Then, by using them, second-order differential properties of a class of set-valued maps are investigated and an explicit expression of the second-order derivatives is obtained. Moreover, second-order sensitivity properties are discussed for generalized perturbation maps. At the same time, by virtue of order semicontinuity and local order semicontinuity for set-valued maps, an explicit expression of the coderivatives for the addition of a set-valued map and a cone is obtained. Then, combining the obtained results, sensitivity properties of parametric set-valued optimization problems in Banach spaces are discussed. Keywords ： Generalized perturbation maps, parametric set-valued optimization problems, sensitivity properties, second-order differentiability, order semicontinuity. 重庆大学硕士学位论文目录 重庆大学硕士学位论文 目 录 III III 目 录 中文摘要I 英文摘要 II 1 绪 论 1 1.1 广义扰动映射灵敏性的研究历程和现状 1 1.2 参数优化问题灵敏性的研究历程和现状 2 2 广义扰动映射的二阶可微性 4 2.1 集值映射的二阶可微性定义和其他重要概念 4 2.2 集值映射的二阶可