参数鲁棒半定线性规划与精确松弛的强对偶性

IF 1.4 4区 数学 Q1 MATHEMATICS
Nithirat Sisarat, R. Wangkeeree, R. Wangkeeree
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引用次数: 0

摘要

本文讨论了参数鲁棒半定线性优化问题及其对偶规划之间的强对偶性问题。对于谱范数不确定集,给出了相应的强对偶结果,其对偶为半确定规划。当参数鲁棒半定线性规划的约束不确定性集以仿射参数化对角矩阵的形式给出时,对偶问题可以重新表述为二阶锥规划问题或线性规划问题。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Strong duality in parametric robust semi-definite linear programming and exact relaxations
This paper addresses the issue of which strong duality holds between parametric robust semi-definite linear optimization problems and their dual programs. In the case of a spectral norm uncertainty set, it yields a corresponding strong duality result with a semi-definite programming as its dual. We also show that the dual can be reformulated as a second-order cone programming problem or a linear programming problem when the constraint uncertainty sets of parametric robust semi-definite linear programs are given in terms of affinely parameterized diagonal matrix.
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来源期刊
Carpathian Journal of Mathematics
Carpathian Journal of Mathematics MATHEMATICS, APPLIED-MATHEMATICS
CiteScore
2.40
自引率
7.10%
发文量
21
审稿时长
>12 weeks
期刊介绍: Carpathian Journal of Mathematics publishes high quality original research papers and survey articles in all areas of pure and applied mathematics. It will also occasionally publish, as special issues, proceedings of international conferences, generally (co)-organized by the Department of Mathematics and Computer Science, North University Center at Baia Mare. There is no fee for the published papers but the journal offers an Open Access Option to interested contributors.
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