理论数学  >> Vol. 1 No. 2 (July 2011)

求解一类凸多目标规划最小弱有效解的填充函数法
A Filled Function Method of Finding Weak Efficient Mi-nimizer for Convex Multi-Objective Optimization

DOI: 10.12677/pm.2011.12029, PDF, HTML, 下载: 2,762  浏览: 8,632  国家自然科学基金支持

作者: 张莹, 徐应涛

关键词: 运筹学多目标规划填充函数局部极小点全局极小点
Operations Research; Multi-Objective Programming; Filled Function; Local Minimizer; Global Minimizer

摘要: 针对一类目标函数为凸向量值函数且约束为箱子集的多目标规划,先利用线性加权和法将其转化为非凸单目标规划,再利用填充函数法求得该单目标规划的全局最优解,从而得到原规划的最小弱有效解。
Abstract: To a kind of multi-objective optimization problem, which objective function is convex vector function and which constraints are box sets, firstly we use linear weighted method to turn it into nonconvex single-objective optimization problem, secondly we get the global minimizer of the single-objective optimi-zation problem by implying the filled function method, then we attain the weak efficient minimizer of the prime multi-objective optimization problem.

文章引用: 张莹, 徐应涛. 求解一类凸多目标规划最小弱有效解的填充函数法[J]. 理论数学, 2011, 1(2): 149-155. http://dx.doi.org/10.12677/pm.2011.12029

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