鲁棒锥规划的Fenchel-Lagrange强对偶

Fenchel-Lagrange Strong Duality for Robust Conical Programming

利用共轭函数的上图性质,引进新的鲁棒型约束规划条件,等价刻画了鲁棒锥约束优化问题与其对偶问题之间的Fenchel-Lagrange强对偶和稳定强对偶,推广和改进了前人的相关结论。

In this paper,we introduce some new robust-type constraint qualifications by using the properties of the epigraph of the conjugate functions.Under the new constraint qualifications,the strong duality and the stable strong duality between robust conical optimization problem and its Fenchel-Lagrange dual problem are established,which extend and improve the corresponding results in the previous papers.