多参数半定规划的统计推断

IF 1.2 4区工程技术 Q3 ENGINEERING, MULTIDISCIPLINARY

Journal of Industrial and Management Optimization Pub Date : 2020-01-01 DOI:10.3934/JIMO.2019015

Jiani Wang, Liwei Zhang

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引用次数: 0

摘要

半确定规划问题中的参数由一个样本的平均值产生，由于数据的不确定性，可能导致最优值和最优解的偏差。本文给出了估计参数既在目标函数内又在约束条件内的最优值估计和最优解估计的统计性质。这种分析主要基于线性规划理论和半定规划的摄动理论。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Statistical inference of semidefinite programming with multiple parameters

The parameters in the semidefinite programming problems generated by the average of a sample, may lead to the deviation of the optimal value and optimal solutions due to the uncertainty of the data. The statistical properties of estimates of the optimal value and the optimal solutions are given in this paper, when the estimated parameters are both in the objective function and in the constraints. This analysis is mainly based on the theory of the linear programming and the perturbation theory of the semidefinite programming.

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来源期刊

Journal of Industrial and Management Optimization 管理科学-工程：综合

CiteScore

2.50

自引率

15.40%

发文量

207

审稿时长

18 months

期刊介绍： JIMO is an international journal devoted to publishing peer-reviewed, high quality, original papers on the non-trivial interplay between numerical optimization methods and practically significant problems in industry or management so as to achieve superior design, planning and/or operation. Its objective is to promote collaboration between optimization specialists, industrial practitioners and management scientists so that important practical industrial and management problems can be addressed by the use of appropriate, recent advanced optimization techniques.