基于范數(shù)約束不確定集的魯棒二次優(yōu)化的二階錐規(guī)劃對(duì)偶性

摘要： 文章旨在刻畫(huà)基于范數(shù)約束不確定集的魯棒二次優(yōu)化問(wèn)題的二階錐規(guī)劃對(duì)偶性質(zhì).首先,借助魯棒優(yōu)化方法,引入該魯棒二次優(yōu)化問(wèn)題的魯棒對(duì)等問(wèn)題.隨后,給出該魯棒二次優(yōu)化問(wèn)題的二階錐規(guī)劃對(duì)偶問(wèn)題.最后,借助一類特征錐約束規(guī)范條件,研究它們之間的零對(duì)偶間隙關(guān)系.