随机二阶锥规划样本均值近似问题的一阶最优性条件的相容性分析

Compatibility Analysis of First-Order Optimality Conditions for Sample Average Approximation Problem of Stochastic Sec-ond-Order Cone Programming

本文利用样本均值近似方法对随机二阶锥规划的最优解集以及稳定点条件进行了相容性分析。在理论上,我们提出了一些命题与假设并建立了随机二阶锥规划问题的样本均值近似问题的一阶最优性条件的相容性理论。

In this paper, the sample mean approximation method is used to analyze the compatibility of the optimal solution set and stable point conditions of stochastic second-order cone programming. In theory, we propose some propositions and assumptions, and establish the compatibility theory of the first-order optimality condition of the sample mean approximation problem of stochastic sec-ond-order cone programming problem.