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张立卫 教授

张立卫,分别于1989年7月,1992年7月,1998年7月在大连理工大学应用数学系获得理学学士学位,运筹学与控制论专业硕士学位,计算数学博士学位,研究生导师是夏尊铨教授。1992年硕士毕业后在大连理工大学应用数学系工作至今,他1995年被评为副教授,1999年被评为教授,2002年被评为运筹学与控制论专业博士生导师,2005年被评为金融数学与保险精算专业博士生导师。他现在是大连理工大学数学科学学院的教授,博士生导师。 张立卫目前的研究兴趣是“随机优化”,“矩阵优化”,“变分分析”和“均衡优化”,在这些方向上发表SCI检索论文100余篇,其中有论文发表在运筹学与计算数学的顶级期刊上,这些期刊包括Operations Research, Mathematical Pr...

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SECOND-ORDER OPTIMALITY CONDITIONS FOR CONE CONSTRAINED MULTI-OBJECTIVE OPTIMIZATION

发布时间: 2019-03-12 点击量:

  • 论文类型:期刊论文
  • 第一作者:Zhang, Liwei
  • 通讯作者:Zhang, LW (reprint author), Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China.
  • 合写作者:Zhang, Jihong,Zhang, Yule
  • 发表刊物:JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
  • 收录刊物:SCIE
  • 卷号:14
  • 期号:3
  • 页面范围:1041-1054
  • ISSN号:1547-5816
  • 关键字:Cone constrained multi-objective optimization; second-order optimality conditions; polyhedral cone; second-order cone; semi-definite cone
  • 摘要:The aim of this paper is to develop second-order necessary and second-order sufficient optimality conditions for cone constrained multiobjective optimization. First of all, we derive, for an abstract constrained multi-objective optimization problem, two basic necessary optimality theorems for weak efficient solutions and a second-order sufficient optimality theorem for efficient solutions. Secondly, basing on the optimality results for the abstract problem, we demonstrate, for cone constrained multi-objective optimization problems, the first-order and second-order necessary optimality conditions under Robinson constraint qualification as well as the second-order sufficient optimality conditions under upper second-order regularity for the conic constraint. Finally, using the optimality conditions for cone constrained multi-objective optimization obtained, we establish optimality conditions for polyhedral cone, second-order cone and semi-definite cone constrained multi-objective optimization problems.
  • 发表时间:2018-07-01