一类数据不确定的非线性规划在扰动集合下的鲁棒对应形式

摘要

The robust optimization problem is considered for a class of nonlinear programming with data uncertainty. First is deduced in general uncertain set of corresponding form under robust. Then, by using the konwlege of convex analysis,disturbance in the ellipsoid collection box set, a collection of discrete, robust polyhedral perturbation set under the corresponding forms have been found.%研究一类数据不确定的非线性规划的鲁棒优化问题.推导此问题在一般不确定集下的鲁棒对应形式.利用凸分析的知识找到它在椭球型扰动集合,箱型集合,离散型集合,多面体扰动集合下的鲁棒对应形式.