Fuzzy necessary optimality conditions for vector optimization problems

被引：46

作者：

Durea, Marius ^{[2
]}

Tammer, Christiane ^{[1
]}

机构：

[1] Univ Halle Wittenberg, Inst Math, Halle, Saale, Germany

[2] Alexandru Ioan Cuza Univ, Fac Math, Iasi, Romania

来源：

OPTIMIZATION | 2009年 / 58卷 / 04期

关键词：

Lagrange multiplier rules; non-convex separation technique; abstract subdifferential; vector optimization; SUBDIFFERENTIAL CALCULUS; DOWNWARD SETS; SPACES; SEPARATION;

D O I：

10.1080/02331930701761615

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

The primary aim of this article is to derive Lagrange multiplier rules for vector optimization problems using a non-convex separation technique and the concept of abstract subdifferential. Furthermore, we present a method of estimation of the norms of such multipliers in very general cases and for many particular subdifferentials.

引用

页码：449 / 467

页数：19

共 35 条

[1]

[Anonymous], 2003, Variational Methods in Partially Ordered Spaces

[2]

[Anonymous], 2006, SERIES COMPREHENSIVE

[3] Coherent measures of risk [J].

Artzner, P ;

Delbaen, F ;

Eber, JM ;

Heath, D .

MATHEMATICAL FINANCE, 1999, 9 (03) :203-228

[4]

Aubin J.-P., 1990, Set-Valued Analysis, DOI 10.1007/978-0-8176-4848-0

[5] A survey of subdifferential calculus with applications [J].

Borwein, JM ;

Zhu, QJJ .

NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 1999, 38 (06) :687-773

[6]

Clarke F. H., 1998, Graduate Texts in Mathematics, V178

[7]

Clarke F. H., 1983, OPTIMIZATION NONSMOO

[8]

CLARKE FH, 1974, MATH APPL, V47, P324

[9]

Deville R., 1996, J CONVEX ANAL, V3, P259

[10]

Dolecki S., 1993, Optimization, V27, P97, DOI 10.1080/02331939308843875

← 1 2 3 4 →