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优化和均衡的等价性
  • ISSN号:1000-0577
  • 期刊名称:《系统科学与数学》
  • 时间:0
  • 分类:O224[理学—运筹学与控制论;理学—数学] O174.13[理学—数学;理学—基础数学]
  • 作者机构:[1]中科院数学与系统科学研究院,北京100190
  • 相关基金:国家自然科学基金(10831009)资助项目.
作者: 陈光亚[1]
中文摘要:

通过向量优化问题,向量变分不等式问题以及向量变分原理来分析优化问题及均衡问题的一致性.从而显然,可以用统一的观点来处理数值优化、向量优化以及博弈论等问题.进而为非线性分析提供了一个新的发展空间.

英文摘要:

Optimization and equilibrium are two important concepts in system science. In this paper we show that the two concepts are equivalent in some sence. The variational inequality is an important tool in many applications. A nonlinear programming can be transformed into a variational inequality under convexity and differentiability. Indeed, in some practical cases, if we do not know the accurate expression of the objective function in an optimization problem, but we know its variable speed of values of objective function, then an optimization problem can be formulated as a variational inequality. Except for the optimization field, there are other foundations to introduce variational inequalities. In the sixties, Stampacchia transformed a partial differential equation to a variational inequality problem. A network equilibrium problem and a variational inequality is equivalent under some conditions by Wardrop equilibrium principle. Besides, some problems in the network economics can be solved by variational inequalities. In this paper we introduce a vector variational inequality and we show that an multiobjective optimization problem is equivalent with a vector variational inequality in some conditions. For this end we will introduce nonlinear scalarization function to a-variable preference structure, and we obtain some properties of the nonlinear scalarization function. For approximation analysis of multiobjective optimization problems, we will introduce vector variational principles for vector-valued functions and some equivalence among the vector variational principles and some important theorems in nonlinear analysis.

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期刊信息
  • 《系统科学与数学》
  • 中国科技核心期刊
  • 主管单位:中国科学院
  • 主办单位:中国科学院数学与系统科学研究院
  • 主编:张纪峰
  • 地址:北京中关村中国科学院系统科学研究所
  • 邮编:100190
  • 邮箱:jssms@iss.ac.cn
  • 电话:010-62555263
  • 国际标准刊号:ISSN:1000-0577
  • 国内统一刊号:ISSN:11-2019/O1
  • 邮发代号:2-563
  • 获奖情况:
  • 1997年数学类期刊影响因子第三名,2000年获中科院优秀期刊三等奖,中国期刊方阵“双效”期刊
  • 国内外数据库收录:
  • 美国数学评论(网络版),德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊(2004版),中国北大核心期刊(2008版),中国北大核心期刊(2011版),中国北大核心期刊(2014版),中国北大核心期刊(2000版)
  • 被引量:6798