On approximate solutions for robust convex semidefinite optimization problems

被引:0
作者
Jae Hyoung Lee
Gue Myung Lee
机构
[1] Pukyong National University,Department of Applied Mathematics
来源
Positivity | 2018年 / 22卷
关键词
Robust semidefinite optimization problem; -Solution; Robust optimization approach; -Optimality conditions; -Duality theorems; 90C25; 90C29; 90C46;
D O I
暂无
中图分类号
学科分类号
摘要
In this paper, we consider approximate solutions (ϵ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\epsilon $$\end{document}-solutions) for a convex semidefinite programming problem in the face of data uncertainty. Using robust optimization approach (worst-case approach), we prove an approximate optimality theorem and approximate duality theorems for ϵ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\epsilon $$\end{document}-solutions in robust convex semidefinite programming problem under the robust characteristic cone constraint qualification. Moreover, an example is given to illustrate the obtained results.
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页码:845 / 857
页数:12
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