基于修正的指数函数的概率约束问题的对偶算法  

A Dual Algorithm for Probabilistic Constraint Problems Based on Modified Exponential Functions

作　　者：张微 张瑛珏 王禹钧 

机构地区：[1]辽宁师范大学数学学院,辽宁 大连

出　　处：《应用数学进展》2024年第11期5025-5031,共7页Advances in Applied Mathematics

摘　　要：本文通过连续可微的非凸函数所形成的概率约束,来分析概率约束问题。描述了潜在的概率函数的水平集的切锥和法锥。进一步,基于p-有效点的概念,形成这些问题的一阶和二阶最优性条件。对于离散分布函数的这种情况,产生一个基于修正的指数函数的对偶算法来解决概率约束问题。In this paper, the problem of probability constraints is analyzed by means of the probability constraints formed by continuously differentiable non-convex functions. The tangent and normal cones of the level set of potential probability functions are described. Further, based on the concept of p-efficient points, the first and second order optimality conditions of these problems are formed. For this case of the discrete distribution function, a dual algorithm based on the modified exponential function is generated to solve the probability constraint problem.

关 键 词：概率约束 p-有效点 修正的指数函数 对偶算法 

分 类 号：O17[理学—数学]