吉林大学学报(理学版)2016,Vol.54Issue(4):715-719,5.DOI:10.13413/j.cnki.jdxblxb.2016.04.07
一类不确定优化问题的鲁棒对偶性刻画
Characterizations of Robust Duality for a Class of Uncertain Optimization Problems
摘要
Abstract
By introducing a class of optimization problems with uncertainty information both in the objective functions and constraints, and then using the robust-type subdifferential constraint qualification,we characterized Mond-Weir type robust duality between the uncertain optimization problem and its uncertain dual problem,in other words,the duality between the robust counterpart of the primal problem and the optimistic counterpart of its dual problem.关键词
不确定优化问题/鲁棒对偶性/约束品性Key words
uncertain optimization problem/robust duality/constraint qualification分类
数理科学引用本文复制引用
孙祥凯,曾静,郭晓乐..一类不确定优化问题的鲁棒对偶性刻画[J].吉林大学学报(理学版),2016,54(4):715-719,5.基金项目
国家自然科学基金(批准号:11301570 ()
11401058)、重庆市基础与前沿研究计划一般项目(批准号:cstc2015jcyjA00002 ()
cstc2015jcyjA00038)和重庆市教委科研项目(批准号:KJ1500626) (批准号:KJ1500626)