Mixed Type Duality for a New Class of Non-Convex Robust Optimization Problems
We first introduced a new class of non-convex robust optimization problems,whose objective functions and constraint functions are α-convex functions and defined the mixed-type approximate dual problem of the new problems.Then,by using the properties of the Frechet subdifferentials,the optimali-ty conditions of approximate solution are introduced.At the same time,some results for the weak duali-ty,strong duality and converse-like duality theorems between the non-convex robust optimization prob-lem and its mixed type dual problem are also given.
robust optimizationFrechet subdifferentialsmixed type duality
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