不确定非凸半无限优化问题的Mond-Weir型鲁棒逼近对偶性  

Mond-Weir Type Robust Approximate Duality for Nonconvex Semi-Infinite Optimization Problems with Uncertainty

作　　者：莫晓庆 孙祥凯 MO Xiaoqing;SUN Xiangkai(Chongqing Key Laboratory of Social Economy and Applied Statistics,School of Mathematics and Statistics,Chongqing Technology and Business University,Chongqing 400067)

机构地区：[1]重庆工商大学经济社会应用统计重庆市重点实验室,数学与统计学院,重庆400067

出　　处：《系统科学与数学》2022年第5期1190-1199,共10页Journal of Systems Science and Mathematical Sciences

基　　金：重庆市自然科学基金面上项目(cstc2020jcyjmsxmX0016);重庆市教委科技项目重点项目(KJZDK202100803);重庆市巴渝学者青年学者项目;重庆工商大学研究生创新型科研项目(yjscxx2021-112-59)资助课题。

摘　　要：通过引入一类含有不确定信息的非凸半无限优化问题,先借助鲁棒优化方法,建立该不确定非凸半无限优化问题的Mond-Weir型鲁棒逼近对偶问题,再刻画该不确定非凸半无限优化问题与其Mond-Weir型鲁棒逼近对偶问题之间的对偶关系.By introducing a class of nonconvex semi-infinite optimization problems with uncertain data,we first establish a Mond-Weir type robust approximate dual problem for the uncertain nonconvex semi-infinite optimization problem in terms of the robust optimization method.Then,the duality relationships between the uncertain nonconvex semi-infinite optimization problem and its Mond-Weir type robust approximate dual problem are described.

关 键 词：鲁棒优化 逼近对偶性 半无限优化 

分 类 号：O224[理学—运筹学与控制论]