吉首大学学报(自然科学版) ›› 2021, Vol. 42 ›› Issue (1): 29-34.DOI: 10.13438/j.cnki.jdzk.2021.01.005

• 数学 • 上一篇    下一篇

含参DC复合优化问题值函数的Mordukhovich次微分

肖程凤,方东辉   

  1. (吉首大学数学与统计学院,湖南 吉首 416000)
  • 出版日期:2021-01-25 发布日期:2021-02-05
  • 通讯作者: 方东辉(1979—),男,湖南洞口人,吉首大学数学与统计学院教授,博士,主要从事最优化理论与方法研究.
  • 基金资助:
    国家自然科学基金资助项目(11861033) ;湖南省研究生科研创新项目资助(CX20201064)

Mordukhovich Subdifferentials of the Value Function for Parametrized Composite DC Optimization Problems

XIAO Chengfeng, FANG Donghui   

  1. (College of Mathematics and Statistics, Jishou University, Jishou 416000, Hunan China)
  • Online:2021-01-25 Published:2021-02-05

摘要:利用函数的次微分性质,并引入弱性约束规范条件,对含参DC复合优化问题最优值函数的Mordukhovich次微分进行了估计,并将相关结论应用于DC复合锥规划问题之中.

关键词: Mordukhovich次微分, 最优值函数, 含参DC复合优化问题

Abstract: By using the properties of subdifferentials of function, we introduce a new weaker constraint qualification. Under this constraint qualification, we establish the upper estimates of the Mordukhovich subdifferential of the value function for the parametrized DC composite optimization problems. Then, applications to the conic programming involving DC composite function are given.

Key words: Mordukhovich subdifferential, the value function, parametrized DC composite optimization problem

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