概率约束规划逼近问题最优解集的下半收敛性

The Lower Semiconvergence of Optimal Solution Sets of Approximation Problems for Probabilistic Constraints Programming

在初始概率约束规划问题水平集正则的条件下,利用最优解集的结构特征给出了概率约束规划逼近问题最优解集下半收敛的一个充分条件,并由此结果给出了概率约束规划逼近问题最优解集Hausdorff收敛的一个充分条件.

Under regularity condition of level set for original probabilistic constraints programming,a sufficient condition of the lower semiconvergence of approximate optimal solution sets for probabilistic constraints programming is studied by using structure characteristic of optimal solution sets,and making use of this result gives out a sufficient condition for Hausdorff convergence of approximate optimal solution sets for probabilistic constraints programming.