吉林大学学报（理学版）2019，Vol.57Issue(3)：539-543,5.DOI:10.13413／j.cnki.jdxblxb.2018303
一类鲁棒凸优化的Mond-Weir型逼近对偶性
Mond-WeirTypeApproximateDualityfor aClassofRobustConvexOptimization
摘要
Abstract
Byintroducingaclassofconvexconstrainedoptimizationproblemswithuncertaindata,we firstestablished a Mond-Weirtype robust approximate dual problem forthe uncertain convex constrainedoptimizationproblembymeansofrobustoptimizationmethod.Then,bymeansofaclass of generalized robust-type approximate KKT conditions, we characterized approximate duality relationshipbetweentheuncertainconvexconstrainedoptimizationproblem andits Mond-Weirtype robustapproximatedualproblem.关键词
不确定优化问题/逼近对偶性/鲁棒KKT条件Key words
uncertainoptimizationproblem/approximateduality/robustKKTcondition分类
数理科学引用本文复制引用
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):539-543,5.基金项目
国家自然科学基金(批准号:11701057)、河南省教育厅人文社科项目(批准号:2019-ZZJH-202)和重庆市基础科学与前沿技术重点项目(批准号:cstc2017jcyjBX0032). （批准号:11701057）
