一类不确定优化问题的鲁棒对偶性刻画

通过引入一类目标函数和约束条件均带有不确定信息的优化问题,借助鲁棒型次微分约束品性,刻画了该不确定优化问题与其不确定对偶问题之间的Mond-Weir型鲁棒对偶性,即原问题的鲁棒对应与其对偶问题的最优对应之间的对偶性.

Characterizations of Robust Duality for a Class ofUncertain Optimization Problems

By introducing a class of optimization problems with uncertainty information both in the objective functions and constraints, and thenusing the robust type subdifferential constraint qualification, we characterized Mond Weir type robust duality between the uncertain optimization problem andits uncertain dual problem, in other words, the duality between the robust counterpart of the primal problem and the optimistic counterpart of its dual problem.