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求解带均衡约束多目标规划问题的一种方法

姜志侠1, 刘宇宁2, 杨轶华3   

  1. 1. 长春理工大学 应用数学系, 长春 130022; 2. 长春中联软件公司, 长春 130022; 3. 长春广播电视大学 理工系, 长春 130021
  • 收稿日期:2004-08-27 修回日期:1900-01-01 出版日期:2005-05-26 发布日期:2005-05-26
  • 通讯作者: 姜志侠

An Algorithm for Solving Multiobjective Programswith Equilibrium Constraints

JIANG Zhi-xia1, LIU Yu-ning2, YANG Yi-hua3   

  1. 1. Department of Applied Mathematics,Changchun University of Science and Technology,Changchun 130022, China; 2. Changchun Vanda Software Group, Changchun 130022, China; 3. Department of Science and Technology,Changchun University of Broadcast and Television, Changchun 130021, China
  • Received:2004-08-27 Revised:1900-01-01 Online:2005-05-26 Published:2005-05-26
  • Contact: JIANG Zhi-xia

摘要: 讨论约束是非线性不等式和变分不等式的多目标规划问 题(简记为VPEC问题), 即目标为多个均衡约束的数学规划. 给出了多目标VPEC问题的最优 性必要和充分条件, 利用充分性条件将多目标VPEC问题转化为一个与之等价的一般形式的约 束优化问题, 并建立了求解此问题的l1罚函数方法.

关键词: VPEC问题, 变分不等式, l1罚函数, KKT条件

Abstract: The present paper presents a new problem, whose object is multiobjective and whose constraint is nonlinear inequality and variationa l inequality. This problem belongs to MPEC problem (mathematical programs with e quilibrium constraints), whose sufficient and necessary optimalit y conditons are given in this paper. By means of this su fficient condition the VPEC problem is transfered to a usual optimizational prob lem with constraints. An algorithm to solve this problem, i.e., the l1 penalty function is given. In the end an example is given.

Key words: VPEC problem, variational inequality, l1 penalty function, KKT conditions

中图分类号: 

  • O221.6