一类二层多目标决策模型的最优性条件

滕春贤;陈东彦

系统工程理论与实践 ›› 2003, Vol. 23 ›› Issue (4) : 136-139.

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PDF(173 KB)
系统工程理论与实践 ›› 2003, Vol. 23 ›› Issue (4) : 136-139. DOI: 10.12011/1000-6788(2003)4-136
论文

一类二层多目标决策模型的最优性条件

    滕春贤(1),陈东彦(2)
作者信息 +

Optimality Condition for a Class of the Two-level Decisi on Model with Multiple Objectives

    Chun Xian TENG(1),Dong Yan CHEN(2)
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文章历史 +

摘要

讨论二层多目标决策模型的最优性条件 ,其中上层集值目标函数由下层偏好最优解的前沿面确定的 .利用集值映射的 Clarke切导数的概念及其性质 ,且假设上层目标函数是可微的 ,给出并证明了该二层多目标决策模型最优解的一阶必要条件 ,所得必要条件由上层目标函数的梯度和下层最优化问题的前沿面的 Clarke切导数构成.

Abstract

In this paper, we discuss the two-level decision model with multiple objectives, that the upper-level set-value objective functions are defined by the forward surfaces of the partial-optimal solutions for the lower-level problems of optimization. We gave and proved the first-order necessary condition of the optimal solutions for this two-level decision model with multiple objectives, applying the concept and properties of the Clarke tangent derivative for set-value map, and assuming that the supper-level ob...

关键词

二层多目标决策 / 偏好最优解 / 前沿面 / 集值映射的Clarke切导数 /

Key words

two-level decision model with multiple objectives / partial-optimal solutions / forward surface / Clarke tangent derivative for set-value map

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滕春贤 , 陈东彦. 一类二层多目标决策模型的最优性条件. 系统工程理论与实践, 2003, 23(4): 136-139 https://doi.org/10.12011/1000-6788(2003)4-136
Chun Xian TENG , Dong Yan CHEN. Optimality Condition for a Class of the Two-level Decisi on Model with Multiple Objectives. Systems Engineering - Theory & Practice, 2003, 23(4): 136-139 https://doi.org/10.12011/1000-6788(2003)4-136
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