该文旨在研究一类不确定性凸优化问题的鲁棒最优解.借助次微分的性质,首先引入了一类鲁棒型次微分约束品性.随后借助此约束品性,刻划了该不确定性凸优化问题的鲁棒最优解.最后建立了该不确定凸优化问题与其对偶问题之间的Wolfe型鲁棒对偶性.
In this paper, we consider robust efficient solutions for a convex optimization prob- lem in the face of data uncertainty. By using the properties of the subdifferential, we first introduce a robust-type subdifferential constraint qualification, and then obtain some com- pletely characterizations of the robust efficient solution of this uncertain convex optimization problem. By using the robust-type subdifferential constraint qualification, we also characterize Wolfe type robust duality for the uncertain convex optimization problem and its uncertain dual problem.