在未确知数为线性相依条件下,研究了一般线性约束形式的未确知机会约束规划问题的解法,并给出具体算例说明了该方法的可行性。同时,这种处理问题的思想对建立未确知支持向量机也有很大的现实意义。
Under the linear interdependence condition,the solution is studied about unascertained chance constrained programming with general linear constrain and method for solving the problem is proposed with numerical examples to demonstrate the method's feasibility.Such a way to deal with problems has great practical significance for the establishment of unascertained support vector machines.