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THE OPTIMALITY CONDITIONS OF NONCONVEXSET-VALUED VECTOR OPTIMIZATION 被引量:2
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作者 盛保怀 刘三阳 《Acta Mathematica Scientia》 SCIE CSCD 2002年第1期47-55,共9页
The concepts of alpha-order Clarke's derivative, alpha-order Adjacent derivative and alpha-order G.Bouligand derivative of set-valued mappings are introduced, their properties are studied, with which the Fritz Joh... The concepts of alpha-order Clarke's derivative, alpha-order Adjacent derivative and alpha-order G.Bouligand derivative of set-valued mappings are introduced, their properties are studied, with which the Fritz John optimality condition of set-valued vector optimization is established. Finally, under the assumption of pseudoconvexity, the optimality condition is proved to be sufficient. 展开更多
关键词 set-valued derivative optimality condition pseudoconvex set-valued mapping
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KUHN-TUCKER CONDITION AND WOLFE DUALITY OF PREINVEX SET-VALUED OPTIMIZATION 被引量:2
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作者 盛宝怀 刘三阳 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2006年第12期1655-1664,共10页
The optimality Kuhn-Tucker condition and the wolfe duality for the preinvex set-valued optimization are investigated. Firstly, the concepts of alpha-order G-invex set and the alpha-order S-preinvex set-valued function... The optimality Kuhn-Tucker condition and the wolfe duality for the preinvex set-valued optimization are investigated. Firstly, the concepts of alpha-order G-invex set and the alpha-order S-preinvex set-valued function were introduced, from which the properties of the corresponding contingent cone and the alpha-order contingent derivative were studied. Finally, the optimality Kuhn-Tucker condition and the Wolfe duality theorem for the alpha-order S-preinvex set-valued optimization were presented with the help of the alpha-order contingent derivative. 展开更多
关键词 preinvex set-valued function contingent epiderivatives optimality conditions DUALITY
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ON THE GENERALIZED FRITZ JOHN OPTIMALITY CONDITIONS OF VECTOR OPTIMIZATION WITH SET-VALUED MAPS UNDER BENSON PROPER EFFICIENCY 被引量:3
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作者 盛宝怀 刘三阳 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2002年第12期1444-1451,共8页
A kind of tangent derivative and the concepts of strong and weak * pseudoconvexity for a set-valued map are introduced. By the standard separation theorems of the convex sets and cones the optimality Fritz John condit... A kind of tangent derivative and the concepts of strong and weak * pseudoconvexity for a set-valued map are introduced. By the standard separation theorems of the convex sets and cones the optimality Fritz John condition of set-valued optimization under Benson proper efficiency is established, its sufficience is discussed. The form of the optimality conditions obtained here completely tally with the classical results when the set-valued map is specialized to be a single-valued map. 展开更多
关键词 contingent tangent cone set-valued map Benson proper efficiency Fritz John condition
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Higher-order Optimality Conditions for Henig Effcient Solution in Set-valued Optimization under Cone-convexlike Maps
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作者 ZHANG Jian WANG Qi-lin 《Chinese Quarterly Journal of Mathematics》 CSCD 2011年第3期415-419,共5页
This paper deals with higher-order optimality conditions for Henig effcient solutions of set-valued optimization problems.By virtue of the higher-order tangent sets, necessary and suffcient conditions are obtained for... This paper deals with higher-order optimality conditions for Henig effcient solutions of set-valued optimization problems.By virtue of the higher-order tangent sets, necessary and suffcient conditions are obtained for Henig effcient solutions of set-valued optimization problems whose constraint condition is determined by a fixed set. 展开更多
关键词 higher-order contingent(adjacent)set Henig effcient solutions higher-order optimality conditions set-valued optimization
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CONE-DIRECTED CONTINGENT DERIVATIVES AND GENERALIZED PREINVEX SET-VALUED OPTIMIZATION 被引量:10
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作者 丘京辉 《Acta Mathematica Scientia》 SCIE CSCD 2007年第1期211-218,共8页
By using cone-directed contingent derivatives, the unified necessary and sufficient optimality conditions are given for weakly and strongly minimal elements respectively in generalized preinvex set-valued optimization.
关键词 Preinvex set-valued optimization cone-directed contingent derivative optimality conditions
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OPTIONAL AND PREDICTABLE PROJECTIONS OF SET-VALUED MEASURABLE PROCESSES
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作者 Wang Rongmingof Statistcs,East China Normal Univ.,Shanghai 200062. 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2001年第3期323-329,共7页
In this paper,the optional and predictable projections of set-valued measurable processes are studied.The existence and uniqueness of optional and predictable projections of set-valued measurable processes are proved ... In this paper,the optional and predictable projections of set-valued measurable processes are studied.The existence and uniqueness of optional and predictable projections of set-valued measurable processes are proved under proper circumstances. 展开更多
关键词 set-valued conditional expectation essential(convex)closure optional projection predictable projection measurable processes.
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Optimality conditions in set optimization employing higher-order radial derivatives
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作者 YU Guo-lin 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2017年第2期225-236,共12页
There are two approaches of defining the solutions of a set-valued optimization problem: vector criterion and set criterion. This note is devoted to higher-order optimality conditions using both criteria of solutions... There are two approaches of defining the solutions of a set-valued optimization problem: vector criterion and set criterion. This note is devoted to higher-order optimality conditions using both criteria of solutions for a constrained set-valued optimization problem in terms of higher-order radial derivatives. In the case of vector criterion, some optimality conditions are derived for isolated (weak) minimizers. With set criterion, necessary and sufficient optimality conditions are established for minimal solutions relative to lower set-order relation. 展开更多
关键词 higher-order radial derivative optimality conditions set-valued optimization vector criterion set criterion.
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撬棒保护投入下考虑多影响因素的双馈风机电流包络区间计算
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作者 黄琛 沈毅 李银红 《电力系统自动化》 北大核心 2025年第3期93-102,共10页
与传统发电机不同,撬棒保护投入下的双馈风机(DFIG)输出电流中含有较大的与工频接近的转子频分量,而基于工频测量原理的保护算法无法将其滤除,这给新型电力系统中工频保护的定值整定带来了挑战。文中基于撬棒保护投入下DFIG电流的时域... 与传统发电机不同,撬棒保护投入下的双馈风机(DFIG)输出电流中含有较大的与工频接近的转子频分量,而基于工频测量原理的保护算法无法将其滤除,这给新型电力系统中工频保护的定值整定带来了挑战。文中基于撬棒保护投入下DFIG电流的时域表达式,全面分析了影响包络区间的不同因素,并对其进行分类归纳后探讨各因素在包络区间计算中的计及方法,得到了两层式的整体计算流程。在此基础上,提出了撬棒保护投入下考虑多影响因素的DFIG输出电流包络区间计算方法。该方法计及各种可能的故障工况,全面考虑了不同因素对转子频分量的影响,并通过设置离散步长、逐点求解,得到了较为精确的输出电流包络区间。在MATLAB/Simulink平台中进行了DFIG并入无穷大系统仿真。结果表明,文中方法的计算值与仿真值之间误差均较小,验证了所提计算方法的正确性。 展开更多
关键词 保护定值整定 故障工况 双馈风机(DFIG) 撬棒保护 工频测量 包络区间
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Optimality Conditions of the Set-valued Optimization Problem with Generalized Cone Convex Set-valued Maps Characterized by Contingent Epiderivative 被引量:2
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作者 Zhi-ang ZHOU Xin-min YANG Qiu-sheng QIU 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2018年第1期11-18,共8页
In this paper, firstly, a new notion of generalized cone convex set-valued map is introduced in real normed spaces. Secondly, a property of the generalized cone convex set-valued map involving the contingent epideriva... In this paper, firstly, a new notion of generalized cone convex set-valued map is introduced in real normed spaces. Secondly, a property of the generalized cone convex set-valued map involving the contingent epiderivative is obtained. Finally, as the applications of this property, we use the contingent epiderivative to establish optimality conditions of the set-valued optimization problem with generalized cone convex set-valued maps in the sense of Henig proper efficiency. The results obtained in this paper generalize and improve some known results in the literature. 展开更多
关键词 set-valued maps generalized cone convexity Henig proper efficiency contingent epiderivative optimality conditions
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Higher-order Optimality Conditions and Duality for Approximate Solutions in Non-convex Set-valued Optimization
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作者 Guo-lin YU Tian-tian GONG 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2019年第3期620-628,共9页
This paper deals with higher-order optimality conditions and duality theory for approximate solutions in vector optimization involving non-convex set-valued maps.Firstly,under the assumption of near cone-subconvexlike... This paper deals with higher-order optimality conditions and duality theory for approximate solutions in vector optimization involving non-convex set-valued maps.Firstly,under the assumption of near cone-subconvexlikeness for set-valued maps,the higher necessary and sufficient optimality conditions in terms of Studniarski derivatives are derived for local weak approximate minimizers of a set-valued optimization problem.Then,applications to Mond-Weir type dual problem are presented. 展开更多
关键词 studniarski DERIVATIVES OPTIMALITY conditions set-valued optimization problem efficiency DUALITY
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Second-order Optimality Conditions for Cone-subarcwise Connected Set-valued Optimization Problems
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作者 Zhen-hua PENG Yi-hong XU 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2018年第1期183-196,共14页
The concept of a cone subarcwise connected set-valued map is introduced. Several examples are given to illustrate that the cone subarcwise connected set-valued map is a proper generalization of the cone arcwise connec... The concept of a cone subarcwise connected set-valued map is introduced. Several examples are given to illustrate that the cone subarcwise connected set-valued map is a proper generalization of the cone arcwise connected set-valued map, as well as the arcwise connected set is a proper generalization of the convex set,respectively. Then, by virtue of the generalized second-order contingent epiderivative, second-order necessary optimality conditions are established for a point pair to be a local global proper efficient element of set-valued optimization problems. When objective function is cone subarcwise connected, a second-order sufficient optimality condition is also obtained for a point pair to be a global proper efficient element of set-valued optimization problems. 展开更多
关键词 cone subarcwise connected set-valued map generalized contingent epiderivative global proper efficiency optimality condition
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集值映射的Michel-Penot方向导数与Michel-Penot次微分
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作者 黄辉 陈智勇 《云南大学学报(自然科学版)》 CAS CSCD 北大核心 2024年第5期819-828,共10页
采用标量化方法,研究集值映射的方向导数和次微分.借助Gerstewizt函数,给出了集值映射的Michel-Penot方向导数和Michel-Penot次微分的概念,研究了它们的性质,建立了它们的计算法则,并利用Michel-Penot次微分给出了无约束集值优化问题的... 采用标量化方法,研究集值映射的方向导数和次微分.借助Gerstewizt函数,给出了集值映射的Michel-Penot方向导数和Michel-Penot次微分的概念,研究了它们的性质,建立了它们的计算法则,并利用Michel-Penot次微分给出了无约束集值优化问题的优化条件. 展开更多
关键词 Michel-Penot方向导数 Michel-Penot次微分 集值映射 优化条件
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教育板块对金融市场风险传染的影响测度
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作者 杨杰胜 孙荣 《科技和产业》 2024年第21期152-157,共6页
风险测度是投资决策和风险管理过程中至关重要的一环,它有助于投资者更好地理解和管理其投资组合的风险,并最大限度地实现其投资目标。使用GARCH(广义自回归条件异方差)模型与Copula模型对上证指数、沪深300指数以及深证成指数与教育指... 风险测度是投资决策和风险管理过程中至关重要的一环,它有助于投资者更好地理解和管理其投资组合的风险,并最大限度地实现其投资目标。使用GARCH(广义自回归条件异方差)模型与Copula模型对上证指数、沪深300指数以及深证成指数与教育指数的日收益率进行建模。研究结果表明:样本期内,上证指数、沪深300指数以及深证成指数作为综合股票指数,相较于教育指数,其抗风险能力更强;上证指数、沪深300指数以及深证成指数与教育指数间存在明显的双向风险溢出效应且风险传染强度不对称;研究中发现VaR(在险价值)以及CoVaR(条件在险亏损)一般会低估市场的风险和市场的条件风险。 展开更多
关键词 CoVaR(条件在险价值) CoES(条件预期亏损) GARCH(广义自回归条件异方差)模型 COPULA 风险传染
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基于矩信息的不确定集下CVaR的定量统计稳健性
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作者 刘兆萌 韩有攀 《延边大学学报(自然科学版)》 CAS 2024年第2期54-59,共6页
研究了在最坏情况下CVaR的定量统计稳健性.首先,推导出了CVaR关于随机向量是Lipschitz的;其次,证明了在Kantorovich度量下,分布不确定集在某一确定点附近是局部Lipschitz的,由此得出分布式鲁棒CVaR模型的最优值函数满足Lipschitz连续性... 研究了在最坏情况下CVaR的定量统计稳健性.首先,推导出了CVaR关于随机向量是Lipschitz的;其次,证明了在Kantorovich度量下,分布不确定集在某一确定点附近是局部Lipschitz的,由此得出分布式鲁棒CVaR模型的最优值函数满足Lipschitz连续性;最后,在最坏情况下推导出了CVaR的定量统计稳健性. 展开更多
关键词 鲁棒风险度量 不确定集 定量统计稳健性 条件风险价值
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具有不确定性状态值的变压器健康状态评估
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作者 陈俊峰 张全 《工业控制计算机》 2024年第10期134-135,154,共3页
针对传统的变压器健康状态评估方法不够完善的问题,提出一种新的主客观相结合的评估方法。通过分析变压器溶解气体、水分含量、酸度、击穿电压、耗散因数、呋喃系列化合物等属性的健康情况,构建变压器健康状态综合模型。首先,基于模糊... 针对传统的变压器健康状态评估方法不够完善的问题,提出一种新的主客观相结合的评估方法。通过分析变压器溶解气体、水分含量、酸度、击穿电压、耗散因数、呋喃系列化合物等属性的健康情况,构建变压器健康状态综合模型。首先,基于模糊集理论,通过理想值与期望值距离最小化以及方差最小化建模得到属性的客观权重。其次,引入专家的主观评价,通过计算专家权重占比得到各个属性的主观权重。然后,将主、客观属性权重确定模型集成得到属性的综合权重确定模型。最后通过加权计算变压器的各项属性值得到变压器的健康数值得分,以此来判断变压器的健康状态。与传统的变压器健康状态评估方法相比,所提出的方法更符合评估实际,使属性权重占比更加合理,提高变压器健康状态评估的准确性。 展开更多
关键词 模糊集 期望 方差 专家评价 主客观相结合 健康数值
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New Second-order Contingent Epiderivatives and Set-valued Optimization Problems 被引量:1
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作者 Sheng-kun ZHU Sheng-jie LI 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2016年第4期983-994,共12页
In this paper, we introduce the concept of second-order compound contingent epiderivative for set-valued maps and discuss its relationship to the second-order contingent epiderivative. Simultaneously, we also investig... In this paper, we introduce the concept of second-order compound contingent epiderivative for set-valued maps and discuss its relationship to the second-order contingent epiderivative. Simultaneously, we also investigate some special properties of the second-order compound contingent epiderivative. By virtue of the second-order compound contingent epiderivative, we establish some unified second-order sufficient and necessary optimality conditions for set-valued optimization problems. All results in this paper generalize the corresponding results in the literature. 展开更多
关键词 set-valued optimization second-order compound contingent epiderivative optimality conditions
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基于概率的区间值决策信息系统的不确定性度量
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作者 刘霞 陈本卫 《六盘水师范学院学报》 2024年第3期65-74,共10页
区间相似度是区间值决策信息系统的核心,相关的不确定性度量具有重要意义。针对区间值决策信息系统的不确定性度量问题,采用概率刻画建立改进的区间相似度和信息测量。基于概率的区间相似度,建立δ-区间相似关系;结合粗糙度和条件信息熵... 区间相似度是区间值决策信息系统的核心,相关的不确定性度量具有重要意义。针对区间值决策信息系统的不确定性度量问题,采用概率刻画建立改进的区间相似度和信息测量。基于概率的区间相似度,建立δ-区间相似关系;结合粗糙度和条件信息熵,提出δ-粗糙条件信息熵,并证明了条件属性和阈值的双重粒化单调性;数值实验验证了相关度量和单调性的有效性。基于概率的新视角,改进的粗糙条件信息熵不仅能够度量粒度结构分类的不确定性,还能度量上下近似集合分类的不确定性。 展开更多
关键词 粗糙集 区间值决策信息系统 概率相似度 粗糙度 条件信息熵 δ-粗糙条件信息熵
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不确定条件下企业的投资规模决策 被引量:31
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作者 李应求 刘朝才 彭朝晖 《运筹学学报》 CSCD 北大核心 2008年第2期121-128,共8页
在未来不确定的情况下,以最大化投资机会的价值为出发点。用随机过程和实物期权的方法求出投资最优时机和最优的投资规模的函数表达式,并用数值解分析了其变化特征.
关键词 运筹学 最优规模 几何布朗运动 条件期望 净现值 投资机会价值
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条件独立性的三种形式及其相互关系 被引量:9
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作者 李开灿 耿直 《北京大学学报(自然科学版)》 CAS CSCD 北大核心 2002年第5期629-634,共6页
给出了随机变量的随机条件独立性、回归条件独立性及其强随机条件独立性的概念 ,并且证明了这几种条件独立性的相互关系。主要结论是在一定条件下 ,强随机条件独立必有回归条件独立 ;随机条件独立性与回归条件独立性是等价的。它们对概... 给出了随机变量的随机条件独立性、回归条件独立性及其强随机条件独立性的概念 ,并且证明了这几种条件独立性的相互关系。主要结论是在一定条件下 ,强随机条件独立必有回归条件独立 ;随机条件独立性与回归条件独立性是等价的。它们对概率论及其数理统计的应用是有意义的。 展开更多
关键词 条件独立性 Σ-域 条件期望 质集 概率论 随机变量 概率空间 数理统计
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向量集值优化问题的最优性条件 被引量:9
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作者 宋军 董洪斌 龚循华 《南昌大学学报(理科版)》 CAS 北大核心 2001年第2期122-130,136,共10页
提出了集值映射的三种切上导数的概念 ,利用这些概念 ,给出了向量集值优化问题的弱有效解 。
关键词 向量集值优化 真有效性 切上导数 最优性条件 集值映射
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