优化和均衡的等价性

陈光亚

系统科学与数学 ›› 2009, Vol. 29 ›› Issue (11) : 1441-1446.

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PDF(346 KB)
系统科学与数学 ›› 2009, Vol. 29 ›› Issue (11) : 1441-1446. DOI: 10.12341/jssms08474
论文

优化和均衡的等价性

    陈光亚
作者信息 +

Equivalency Between Optima and Equilibria

    CHEN Guangya
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文章历史 +

摘要

通过向量优化问题, 向量变分不等式问题以及向量变分原理来分析优化问题及均衡问题的一致性.
从而显然, 可以用统一的观点来处理数值优化、向量优化以及博弈论等问题.进而为非线性分析提供了一个新的发展空间.

Abstract

Optimization and equilibrium are two important concepts in system science. In this paper we show that the two concepts are equivalent in some sence. The variational inequality is an important tool in many applications. A nonlinear programming can be transformed into a variational inequality under convexity and differentiability. Indeed, in some practical cases, if we do not know the accurate expression of the objective function in an optimization problem, but we know its variable speed of values of objective function, then an optimization problem can be formulated as a variational inequality. Except for the optimization field, there are other foundations to introduce variational inequalities. In the sixties, Stampacchia transformed a partial differential equation to a variational inequality
problem. A network equilibrium problem and a variational inequality is equivalent under some conditions by Wardrop equilibrium principle. Besides, some problems in the network economics can be solved by variational inequalities. In this paper we introduce a vector variational inequality and we show that an multiobjective optimization problem is equivalent with a vector variational inequality in some conditions. For this end we will introduce nonlinear scalarization function to a variable preference structure, and we obtain some properties of the nonlinear scalarization function. For approximation analysis of multiobjective optimization
problems, we will introduce vector variational principles for vector-valued
functions and some equivalence among the vector variational principles and
some important theorems in nonlinear analysis.

关键词

向量优化 / 向量变分不等式 / 向量变分原理.

Key words

Vector optimization / vector variational inequality / vector variational principle.

引用本文

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陈光亚. 优化和均衡的等价性. 系统科学与数学, 2009, 29(11): 1441-1446. https://doi.org/10.12341/jssms08474
CHEN Guangya. Equivalency Between Optima and Equilibria. Journal of Systems Science and Mathematical Sciences, 2009, 29(11): 1441-1446 https://doi.org/10.12341/jssms08474
中图分类号: 90C29   
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