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不确定非凸半无限优化问题的Mond-Weir型鲁棒逼近对偶性

莫晓庆, 孙祥凯   

  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
  • 收稿日期:2021-08-02 修回日期:2021-12-22 出版日期:2022-05-25 发布日期:2022-07-23
  • 通讯作者: 孙祥凯,Email:sunxk@ctbu.edu.cn.
  • 基金资助:
    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(KJZD-K202100803)和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.

莫晓庆, 孙祥凯. 不确定非凸半无限优化问题的Mond-Weir型鲁棒逼近对偶性[J]. 系统科学与数学, 2022, 42(5): 1190-1199.

MO Xiaoqing, SUN Xiangkai. Mond-Weir Type Robust Approximate Duality for Nonconvex Semi-Infinite Optimization Problems with Uncertainty[J]. Journal of Systems Science and Mathematical Sciences, 2022, 42(5): 1190-1199.

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

MO Xiaoqing, SUN Xiangkai   

  1. Chongqing Key Laboratory of Social Economy and Applied Statistics, School of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing 400067
  • Received:2021-08-02 Revised:2021-12-22 Online:2022-05-25 Published:2022-07-23
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.

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