西安工业大学学报
西安工業大學學報
서안공업대학학보
JOURNAL OF XI'AN TECHNOLOGICAL UNIVERSITY
2015年
5期
352-354
,共3页
非线性规划%Kuhn-Karush-Tucker最优性条件%G-KKT-不变凸性%G-型约束限制
非線性規劃%Kuhn-Karush-Tucker最優性條件%G-KKT-不變凸性%G-型約束限製
비선성규화%Kuhn-Karush-Tucker최우성조건%G-KKT-불변철성%G-형약속한제
nonlinear programming%karush-kuhn-tucker optimality conditions%G-KKT-invexity%G-type constraint qualification
为了简化非线性规划问题求最优解的计算量,在 KKT-不变凸(Karush-Kuhn-Tucker-invex)优化问题以及G-不变凸函数概念的基础上,引入了G-KKT-不变凸问题的概念。在G-型约束限制的条件下,证明了非线性规划问题(NP)的每个G-KKT 点是全局最小值点的充分必要条件。通过算例表明该充分必要条件在多数情况下可以大大简化求最优解的计算量。
為瞭簡化非線性規劃問題求最優解的計算量,在 KKT-不變凸(Karush-Kuhn-Tucker-invex)優化問題以及G-不變凸函數概唸的基礎上,引入瞭G-KKT-不變凸問題的概唸。在G-型約束限製的條件下,證明瞭非線性規劃問題(NP)的每箇G-KKT 點是全跼最小值點的充分必要條件。通過算例錶明該充分必要條件在多數情況下可以大大簡化求最優解的計算量。
위료간화비선성규화문제구최우해적계산량,재 KKT-불변철(Karush-Kuhn-Tucker-invex)우화문제이급G-불변철함수개념적기출상,인입료G-KKT-불변철문제적개념。재G-형약속한제적조건하,증명료비선성규화문제(NP)적매개G-KKT 점시전국최소치점적충분필요조건。통과산례표명해충분필요조건재다수정황하가이대대간화구최우해적계산량。
In order to simplify the calculation of the optimal solution to the Nonlinear programming problem (NP) ,the concept of G-KKT-invex was introduced based on the problem of KKT-invex nonlinear programming and the concept of G-invex function .Under the assumption of G-type constraint qualification ,it was proved that each G-KKT point of the Nonlinear programming problem (NP) is the sufficient and necessary condition for the global minimum point .The calculation example shows that the sufficient and necessary condition can greatly simplify the calculation of optimal solution in most cases .