线性二阶锥MPEC问题的最优性条件

被引：0

作者：

赵玉芹

机构：

[1] 大连理工大学

关键词：

极限伴随导数; 次微分; 最优性条件; 均衡数学规划; 二阶锥;

D O I：

暂无

年度学位：

2009

学位类型：

硕士

导师：

张立卫;

摘要：

二阶锥规划问题是一类非常重要的优化问题。本文根据非光滑分析和集值分析的一些基本知识,利用文献[67]给出的到二阶锥上度量投影的极限伴随导数,得到了线性二阶锥MPEC问题在一定的约束规范下的最优性条件。本文进一步给出线性二阶锥MPEC问题上层抽象约束分别表达为非线性规划约束,半定规划约束和二阶锥约束时的最优性条件。尤其,对于约束集合Ξ=Rm×9时,给出了不同情况下最优性条件的非光滑方程组形式。

引用

页数：52

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