摘要
随机二阶锥规划问题是确定型二阶锥规划问题的扩展形式,在诸多领域有重要的应用。本文研究了一类随机二阶锥规划问题的统计推断,对一类随机二阶锥规划问题的样本均值近似问题的可行域的收敛速度和样本规模的大小进行了阐述,得出了随机二阶锥规划问题的样本均值近似问题的最优值的收敛速度和样本规模,得到的结果为进一步建立随机二阶锥规划问题的最优值的置信区间提供理论保证。
The stochastic second-order cone programming problem is an extended form of deterministic second-order cone programming problem and has important applications in many fields.The statistical inference for a class of stochastic second-order cone programming problems is studied.The convergence rate of the feasible domain and the size of the sample scale of the sample average approximation problems of a class of stochastic second-order cone programming problems are first described,and then the convergence rate and the sample scale of the optimal value of the sample average approximation problem for the stochastic second-order cone programming problems are obtained.The obtained results provide a theoretical basis for further establishing the confidence interval of the optimal value of the stochastic second-order cone programming problem.
作者
林爽
李思颖
张杰
LIN Shuang;LI Siying;ZHANG Jie(Department of Basic Courses Teaching,Dalian Polytechnic University,Dalian 116034,China;School of Mathematics,Liaoning Normal University,Dalian 116029,China)
出处
《大连工业大学学报》
CAS
北大核心
2023年第3期226-230,共5页
Journal of Dalian Polytechnic University
基金
国家自然科学基金项目(12171219)
辽宁省“兴辽英才”青年拔尖人才项目(XLYC2007113).
关键词
随机二阶锥规划
样本均值近似
收敛速度
样本规模
stochastic second-order cone programming
sample average approximation
convergence rate
sample scale
