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

作　　者：孙祥凯[1] 曾静[1] 郭晓乐[2] 

机构地区：[1]重庆工商大学数学与统计学院,重庆400067 [2]西南政法大学经济学院,重庆401120

出　　处：《吉林大学学报（理学版）》2016年第4期715-719,共5页Journal of Jilin University:Science Edition

基　　金：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);重庆市教委科研项目(批准号:KJ1500626)

摘　　要：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.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 

分 类 号：O221.6[理学—运筹学与控制论] O224[理学—数学]