摘要
本文讨论了广义多目标minmax问题的最优性条件。利用极大熵逼近函数,研究了广义多目标minmax问题的逼近问题,在较弱的条件下,证明了由极大熵逼近函数导出的多目标逼近问题的临界点的任一极限点均为原广义多目标minmax问题的临界点。
In this paper, the optimality conditions for the generalized multiobjective minimax problem are derived. Based on the maximum entropy principle, the approximating problem for the generalized multiobjective minmax problem is discussed. It is proved that any limit point of the critical point of the approximating problem is the critical point of the generalized mulitiobjective minmax problem under weaker conditions.
出处
《运筹与管理》
CSCD
2005年第6期19-22,28,共5页
Operations Research and Management Science
基金
国家自然科学基金资助项目(19871009)
关键词
运筹学
广义多目标minmax问题
极大熵方法
最优性条件
operations research
generalized multiobjective minimax problem
maximum entropy method
optimality condition
