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拟可微规划的约束规范和对偶问题
引用本文:殷洪友.拟可微规划的约束规范和对偶问题[J].南京航空航天大学学报(英文版),2002,19(2):199-202.
作者姓名:殷洪友
作者单位:南京航空航天大学理学院,南京,210016,中国
基金项目:国家自然科学基金 (编号 :10 0 710 3 7)~~
摘    要:在经典非线性规划中,导出最优性条件的一般方法是,在给定的可行点处通过对函数的一阶逼近,将一个非线性规划问题线性化为一个线性规划问题。可微非线性规划问题的线性化过程可以自然地推广到拟可微的情形。正如在经典情况中那样,为了确保在原问题的局部极小值点处,零向量是相应的“拟线性化”问题的最优解,必须对原问题的约束函数施加所谓的约束规范。本考虑了形如min{f(x)|g(x)≤0}的不等式约束拟可微规划问题的约束规范,这里f和g是Demyanov意义下的拟可微函数。中介绍了各种约束规范,提出了一个新的约束规范,研究了这些条件之间的关系,并且引入了一个Wolf对偶问题,给出了相应的对偶定理。

关 键 词:拟可微规划  约束规范  对偶问题  拟线性化  非线性规划

CONSTRAINT QUALIFICATIONS AND DUAL PROBLEMS FOR QUASI-DIFFERENTIABLE PROGRAMMING
Yin Hongyou.CONSTRAINT QUALIFICATIONS AND DUAL PROBLEMS FOR QUASI-DIFFERENTIABLE PROGRAMMING[J].Transactions of Nanjing University of Aeronautics & Astronautics,2002,19(2):199-202.
Authors:Yin Hongyou
Abstract:In classical nonlinear programming, it is a general method of developing optimality conditions that a nonlinear programming problem is linearized as a linear programming problem by using first order approximations of the functions at a given feasible point. The linearized procedure for differentiable nonlinear programming problems can be naturally generalized to the quasi-differential case. As in classical case so-called constraint qualifications have to be imposed on the constraint functions to guarantee that for a given local minimizer of the original problem the nullvector is an optimal solution of the corresponding "quasilinearized" problem. In this paper, constraint qualifications for inequality constrained quasi-differentiable programming problems of type min{f(x)|g(x)≤0} are considered, where f and g are qusidifferentiable functions in the sense of Demyanov. Various constraint qualifications for this problem are presented and a new one is proposed. The relations among these conditions are investigated. Moreover, a Wolf dual problem for this problem is introduced, and the corresponding dual theorems are given.
Keywords:quasi  differentiable programming  constraint qualification  dual problems
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