一类两阶段自适应鲁棒多目标规划的对偶性刻画

Abstract

Abstract:

In this paper, we deal with a class of two-stage adjustable robust multi-objective programming problems with spectrahedral uncertainty data in both objective and constraints. We first establish a Farkas lemma for a two-stage adjustable robust multiobjective programming with affine adjustable variable. Then, we propose a semidefinite programming dual problem for this multiobjective programming problem. Furthermore, in terms of the obtained Farkas lemma, we explore duality properties between them.

Key words: Adjustable robust programming, Farkas lemma, Duality

CLC Number:

O221.6

Huang Jiayi, Sun Xiangkai. Duality Characterizations for a Class of Two-Stage Adjustable Robust Multiobjective Programming[J].Acta mathematica scientia,Series A, 2024, 44(1): 185-194.

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References

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Duality Characterizations for a Class of Two-Stage Adjustable Robust Multiobjective Programming

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