摘要
通过引入一类非凸多目标不确定优化问题,借助鲁棒优化方法,先建立了该不确定多目标优化问题的鲁棒对应模型;再借助标量化方法和广义次微分性质,刻画了该不确定多目标优化问题的鲁棒拟逼近有效解的最优性条件,推广和改进了相关文献的结论.
A class of nonconvex multi-objective optimization problems were introduced with data uncertainty.Then,with the robust optimization approach,the robust counterpart model for the uncertain multi-objective optimization problem was built.Moreover,with the scalarization method and the generalized subdifferential properties,the optimality conditions were characterized for robust quasi approximate efficient solutions to the uncertain multi-objective optimization problem.The work generalizes and improves some results in the recent literatures.
作者
赵丹
孙祥凯
ZHAO Dan;SUN Xiangkai(Institute of Applied Mathematics,Zhengzhou Shengda University of Economics,Business & Management,Zhengzhou 451191,P.R.China;College of Mathematics and Statistics,Chongqing Technology and Business University,Chongqing 400067,P.R.China)
出处
《应用数学和力学》
CSCD
北大核心
2019年第6期694-700,共7页
Applied Mathematics and Mechanics
基金
国家自然科学基金(11701057)
重庆市自然科学基金重点项目(cstc2017jcyjBX0032)
河南省教育厅人文社科项目(2019-ZZJH-202)~~
关键词
多目标优化问题
拟有效解
鲁棒最优性条件
multi-objective optimization problem
quasi efficient solution
robust optimality condition