运筹与管理
運籌與管理
운주여관리
OPERATIONS RESEARCH AND MANAGEMENT SCIENCE
2014年
1期
39-43
,共5页
孙玉华%许平%王来生
孫玉華%許平%王來生
손옥화%허평%왕래생
不确定优化%区间规划%最优性条件%( p,r)-ρ-(η,θ)-不变凸函数
不確定優化%區間規劃%最優性條件%( p,r)-ρ-(η,θ)-不變凸函數
불학정우화%구간규화%최우성조건%( p,r)-ρ-(η,θ)-불변철함수
uncertain optimization%interval-valued programming%optimality conditions%( p,r) -ρ-(η,θ) -invexity functions
区间规划是带有区间参数的规划问题,是一种更易于求解实际问题的柔性规划。它是确定性优化问题的延伸,有区间线性规划和区间非线性规划两种形式。本文讨论了目标函数是区间函数的区间非线性问题。给出了区间规划问题最优性必要条件的较简单证明方法,并利用LU最优解的概念,在一类广义凸函数-(p,r)-ρ-(η,θ)-不变凸函数定义下讨论了最优性充分条件。
區間規劃是帶有區間參數的規劃問題,是一種更易于求解實際問題的柔性規劃。它是確定性優化問題的延伸,有區間線性規劃和區間非線性規劃兩種形式。本文討論瞭目標函數是區間函數的區間非線性問題。給齣瞭區間規劃問題最優性必要條件的較簡單證明方法,併利用LU最優解的概唸,在一類廣義凸函數-(p,r)-ρ-(η,θ)-不變凸函數定義下討論瞭最優性充分條件。
구간규화시대유구간삼수적규화문제,시일충경역우구해실제문제적유성규화。타시학정성우화문제적연신,유구간선성규화화구간비선성규화량충형식。본문토론료목표함수시구간함수적구간비선성문제。급출료구간규화문제최우성필요조건적교간단증명방법,병이용LU최우해적개념,재일류엄의철함수-(p,r)-ρ-(η,θ)-불변철함수정의하토론료최우성충분조건。
The programming with interval coefficients is called interval programming , which is flexible program-ming to easily solve some optimization problems .Interval programming can be regarded as an extension of deterministic optimization problems .There are two kinds of interval programming: interval linear programming and interval nonlinear programming .In this paper , we discuss interval-valued programming where the objective function is an interval-valued function .The necessary optimality conditions are established for a feasible point to LU optimal solution, and the sufficient optimality conditions are obtained under ( p,r) -ρ-(η,θ) -invexity assumptions on objective and the constraint functions .