一类数据不确定的非线性规划在闭凸集下的鲁棒优化

In a closed convex set down a robust optimization for a class of nonlinear program with uncertainty sets

研究一类数据不确定的非线性规划的鲁棒优化问题,利用凸分析的知识首先推导出此问题在一般不确定集下的鲁棒对应形式,然后当其定义在由一系列凸不等式定义的闭凸集下时,巧妙把它的鲁棒对应形式转化成有限确定的优化问题,最后验证了此方法的可行性.

The robust optimization problem is considered for a class of nonlinear programming with data uncertainty.By using the konwlege of convex analysis,the first is deduced in general uncertain set of robust counterpart.Then,when the definition of the closed convex set by a series of convex inequalities defined,the robust counterpart was subtly into limited optimal problem.Finally,the feasibility of this method was verified.