2) second order optimality conditions 二阶最优性条件 1. This paper gives the second order optimality conditions for a class of composite nonsmooth optimizations. 本文给出了一类复合不可微规划的二阶最优性条件 ,拓广了 R· Fletcher的结 更多例句>> 3) two-order optimality sufficient condition 二...
First-order optimality conditions90C2990C3090C4649J52A a set-valued optimization problem min C F(x), x 鈭圶 0, is considered, where X 0 X, X and Y are normed spaces, F: X 0 Y is a set-valued function and C Y is a closed cone. The solutions of the set-valued problem are ...
1运行matble出现Optimization terminated:first-order optimality is less than options.TolFun.咋改?本身就是新手,我百度了一下说是超出精度的问题,还请大神指点一下(最好是带着修改完之后的图看看,f=@(x)1100*exp(-0.1386*x);h=@(x)6600*exp(-0.1155*x)-6600*exp(-0.1386*x);g=@(x)1650*exp(-0.138...
first-order optimality measure =maxi|(∇f(x))i|=‖∇f(x)‖∞. This measure of optimality is based on the familiar condition for a smooth function to achieve a minimum: its gradient must be zero. For unconstrained problems, when the first-order optimality measure is nearly zero, the ...
摘要: First order approximations as abstract generalized derivatives are studied in this paper. In case of quasiconvex first order approximations the quasisubdifferential is introduced and Kuhn-Tucker type necessary optimality conditions are formulated by its help....
The increment formula of the second-order functional is calculated. On the basis of needle-shaped control variations we obtain necessary optimality conditions for singular controls in the sense of the Pontryagin maximum principle. 展开 被引量: 8 ...
优化终止:第一阶最优少于options.tolfun
Flegel, M., Kanzow, C.: A Fritz John approach to first order optimality conditions for mathematical programming with equilibrium constraints. Optimization 52(3), 277-286 (2003)—, A Fritz John approach to first order optimality conditions for mathematical programs with equilibrium constraints , ...
[translate] awhat i'd to do have you near 要做的什么i'd把您近[translate] afirst-order optimality is less than options.TolFun first-order optimality is less than options.TolFun[translate]
In this paper, first-order and second-order necessary conditions for optimality for discrete-time stochastic optimal control problems governed by discrete-time Itô equations are established. A new discrete-time backward stochastic equation and discrete-time backward stochastic matrix equation are introduc...