肖现涛

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教授

博士生导师

硕士生导师

性别:男

毕业院校:大连理工大学

学位:博士

所在单位:数学科学学院

办公地点:海山楼(大黑楼)B1107

电子邮箱:xtxiao@dlut.edu.cn

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ON THE INVERSE CONTINUOUS OPTIMIZATION AND ITS SMOOTHING FISCHER-BURMEISTER FUNCTION APPROACH

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论文类型:期刊论文

第一作者:Gao, Jie

通讯作者:Zhang, LW (reprint author), Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China.

合写作者:Zhang, Hongwei,Xiao, Xiantao,Zhang, Liwei

发表时间:2015-10-01

发表刊物:PACIFIC JOURNAL OF OPTIMIZATION

收录刊物:SCIE

卷号:11

期号:4,SI

页面范围:687-703

ISSN号:1348-9151

关键字:inverse optimization; complementarity constraints; smoothing function

摘要:This paper proposes a general inverse nonlinear optimization model in which parameters in both objective function and in constraints are required to be estimated. The inverse optimization model is reformulated as a mathematical programming problem with simple complementarity constraints. The tangent cone, normal cone of the feasible region of the inverse optimization problem are developed under mild conditions. First and second-order necessary optimality conditions as well as the second-order sufficient optimality conditions are derived. The smoothed Fischer-Burmeister function is used to construct a smoothing approach for solving the inverse nonlinear optimization problem. It is demonstrated that, when the positive smoothing parameter approaches to 0, the feasible set of the smoothing problem is convergent to the feasible set of the inverse problem, the global optimal value of the smoothing problem converges to that of the inverse problem, the outer limit of the solution mapping is contained in the solution set of the inverse problem, and the outer limit of the KKT-point mapping is contained in the set of Clarke stationary points associated with corresponding multipliers.