Journal of Jilin University Science Edition ›› 2019, Vol. 57 ›› Issue (3): 539-543.

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MondWeir Type Approximate Duality for a Class of Robust Convex Optimization

ZHAO Dan1, SUN Xiangkai2   

  1. 1. Institute of Applied Mathematics, Zhengzhou Shengda University ofEconomics, Business & Management, Zhengzhou 451191, China;2. College of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing 400067, China
  • Received:2018-07-16 Online:2019-05-26 Published:2019-05-20
  • Contact: ZHAO Dan E-mail:zd__1008@126.com

Abstract: By introducing a class of convex constrained optimization problems with uncertain data, we first established a MondWeir type robust approximate dual problem for the uncertain convex constrained optimization problem by means of  robust optimization method. Then, by means of a class of generalized robusttype approximate KKT conditions, we characterized approximate duality relationship between the uncertain convex constrained optimization problem and its Mond\|Weir type robust approximate dual problem.

Key words: uncertain optimization problem, approximate duality, robust KKT condition

CLC Number: 

  • O221.6