| 一类鲁棒凸优化的Mond-Weir型逼近对偶性 |
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| 引用本文： | 赵丹,孙祥凯.一类鲁棒凸优化的Mond-Weir型逼近对偶性[J].吉林大学学报(理学版),2019,57(3):539-543. |
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| 作者姓名： | 赵丹 孙祥凯 |
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| 作者单位： | 郑州升达经贸管理学院 应用数学研究所,郑州,451191;重庆工商大学 数学与统计学院,重庆,400067 |
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| 基金项目： | 国家自然科学基金;河南省教育厅人文社会科学研究项目;重庆市基础科学与前沿技术重点项目 |
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| 摘 要： | 通过引入一类含有不确定信息的凸约束优化问题, 先借助鲁棒优化方法, 建立该不确定凸约束优化问题的Mond Weir型鲁棒逼近对偶问题, 再借助一类广义鲁棒逼近KKT条件, 刻画该不确定凸约束优化问题与其Mond Weir型鲁棒逼近对偶问题之间的逼近对偶性关系.
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| 关 键 词： | 不确定优化问题 逼近对偶性 鲁棒KKT条件 |
| 收稿时间： | 2018-07-16 |
Mond Weir Type Approximate Duality for a Class of Robust Convex Optimization |
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| ZHAO Dan,SUN Xiangkai.Mond Weir Type Approximate Duality for a Class of Robust Convex Optimization[J].Journal of Jilin University: Sci Ed,2019,57(3):539-543. |
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| Authors: | ZHAO Dan SUN Xiangkai |
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| Institution: | 1. Institute of Applied Mathematics, Zhengzhou Shengda University ofEconomics, Business & Management, Zhengzhou 451191, China;2. College of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing 400067, China
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| Abstract: | By introducing a class of convex constrained optimization problems with uncertain data, we first established a Mond Weir type robust approximate dual problem for the uncertain convex constrained optimization problem by means of robust optimization method. Then, by means of a class of generalized robust type approximateKKT conditions, we characterized approximate duality relationship between the uncertain convex constrained optimization problem and its Mond\|Weir type robustapproximate dual problem. |
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| Keywords: | uncertain optimization problem approximate duality robust KKT condition
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