Approximation and optimization of discrete and differential inclusions described by inequality constraints

被引:8
|
作者
Mahmudov, Elimhan N. [1 ,2 ]
机构
[1] Istanbul Tech Univ, Fac Management, Dept Ind Engn, TR-34367 Istanbul, Turkey
[2] Azerbaijan Natl Acad Sci, Inst Cybernet, AZ-1141 Baku, Azerbaijan
关键词
set-valued; polyhedral; inequality constraint; dual cone; subdifferential; discrete-approximation; uniformly bounded; upper semi-continuous;
D O I
10.1080/02331934.2012.713360
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In the first part of this article optimization of polyhedral discrete and differential inclusions is considered, the problem is reduced to convex minimization problem and the necessary and sufficient condition for optimality is derived. The optimality conditions for polyhedral differential inclusions based on discrete-approximation problem according to continuous problems are formulated. In particular, boundedness of the set of adjoint discrete solutions and upper semi-continuity of the locally adjoint mapping are proved. In the second part of this article an optimization problem described by convex inequality constraint is studied. By using the equivalence theorem concerning the subdifferential calculus and approximating method necessary and sufficient condition for discrete-approximation problem with inequality constraint is established.
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页码:1117 / 1133
页数:17
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