基于范数约束不确定集的鲁棒二次优化的二阶锥规划对偶性
Second-Order Conic Programming Duality for Robust Quadratic Optimization with Norm-Constrained Uncertain Sets
郭晓乐 1孙祥凯1
作者信息
- 1. 重庆工商大学数学与统计学院,重庆 400067
- 折叠
摘要
文章旨在刻画基于范数约束不确定集的鲁棒二次优化问题的二阶锥规划对偶性质.首先,借助鲁棒优化方法,引入该鲁棒二次优化问题的鲁棒对等问题.随后,给出该鲁棒二次优化问题的二阶锥规划对偶问题.最后,借助一类特征锥约束规范条件,研究它们之间的零对偶间隙关系.
Abstract
This paper deals with a second-order conic programming dual for a robust quadratic optimization problem with norm-constrained uncertain sets.Following the robust optimization methodology,we first introduce the robust counterpart of this robust quadratic optimization problem.Then,the authors obtain a second-order conic programming dual problem for this robust quadratic optimization problem.Moreover,by using a characteristic cone constraint qualification,the authors present a zero duality gap result between them.
关键词
二次优化/鲁棒优化/对偶性/二阶锥规划Key words
Quadratic optimization/robust optimization/duality/second-order conic programming引用本文复制引用
基金项目
重庆市自然科学基金面上项目(cstc2021jcyjmsxmX1191)
重庆工商大学高层次人才科研启动项目(2156011)
重庆市研究生导师团队建设项目(yds223010)
出版年
2024
NETL
NSTL
万方数据