Hadamard流形上非光滑区间值多目标优化问题的理论、算法及应用
批准号:
12101100
项目类别:
青年科学基金项目(C类)
资助金额:
30.0 万元
负责人:
陈胜兰
依托单位:
学科分类:
连续优化
结题年份:
2024
批准年份:
2021
项目状态:
已结题
项目参与者:
陈胜兰
中文摘要
Hadamard流形上的优化问题是近年来最优化理论的重要研究方向之一,受到了国内外学者的广泛关注。本项目拟对Hadamard流形上的非光滑区间值多目标优化问题进行研究。借用多目标优化中解的概念,通过区间序关系,在Hadamard流形上引入区间值多目标优化问题的有效/弱有效解,建立这些解和对应多目标优化问题相关解的等价性。利用微分流形的基本理论和方法,结合区间分析及向量优化理论,研究解的存在性及稳定性,可行解的充分和必要最优性条件,构造逼近解的迭代算法并分析其收敛性,最后将这些研究成果应用于解决不确定环境下的一些非凸和非光滑多目标优化问题。通过本项目的研究,有望获得Hadamard流形上非光滑区间值多目标优化问题的新理论、新技巧和新算法,丰富和发展运筹学和相关学科的理论方法,对学科进步和社会经济的发展都有重要意义。
英文摘要
Optimization problems on Hadamard manifolds is one of the most important research directions of optimization theory in recent years, which has attracted extensive attention of many scholars. This project aims to study nonsmooth interval multi-objective optimization problems on Hadamard manifolds. By considering the notions of solution in multi-objective optimization, the (weakly) efficient solution for interval multi-objective optimization problem will be introduced on Hadamard manifolds through the interval order relation. We will establish the equivalence between such solution and the relevant solution of the associated multi-objective optimization problem. Utilizing the basic theory and method of differential manifolds, and combining with interval analysis and vector optimization theory, we will study the existence and the stability of the solution, and explore the necessary and sufficient optimality conditions for feasible point. Moreover, we will propose the approximating algorithm and analyze its convergence properties. In addition, we will apply these conclusions to solving some nonconvex and nonsmooth multi-objective optimization problems under uncertain environment. This research is not only expected to obtain new theories, new techniques and new algorithms for nonsmooth interval multi-objective optimization problems on Hadamard manifolds, but also enrich and develop theoretical approaches in Operations Research and related disciplines. It is of great significance to the progress of the disciplines and the development of the social economy.
Hadamard流形上的区间值多目标优化问题是最优化领域的重要研究课题之一。由于区间值优化属于集值优化,也是一种特殊的模糊优化,且多目标优化问题和向量变分不等式问题的解之间存在紧密联系。因此,本项目主要研究了Hadamard流形上的区间值优化及一些相关问题的理论和方法,获得了如下新的研究成果:(1)引入并研究了一类Hadamard流形上涉及模糊映射的向量变分不等式问题,证明了这类向量变分不等式问题解的存在性结果。(2)利用粒度导数和粒度Hessian阵,研究了一类带约束的模糊(多)目标优化问题,获得了这类优化问题的一阶及二阶必要和充分最优性条件。(3)提出了一种用于求解集值变分不等式的惯性Tseng型超梯度算法,证明了算法的强收敛性。(4)引入了一类非精确广义邻近点算子,提出了求解鞍点问题的带修正步骤的非精确原始-对偶方法,获得了该方法的收敛性及收敛率结果,并将该方法应用于TV-L1图像去模糊问题。(5)构造了求解拟凸模糊优化问题的逼近算法,证明了算法的收敛性,并给出了在区间值投资组合问题中的实际应用。(6)研究了一类高维区间值二次规划问题的投影类连续时间算法,分析了算法的收敛性,获得了一些新的结果。上述研究成果丰富和发展了不确定性优化问题的理论、方法和技巧,对解决产生于交通与物流管理、经济和金融、能源与环境中的大量实际问题也有重要的参考价值。
国内基金
海外基金