一类不确定分式多项式优化问题的鲁棒最优解研究

Abstract

Abstract:

Fractional optimization with sum of squares convex-concave polynomials is often involved in the uncertain data processing. This paper is concerned with its robust optimal solutions. We first give optimality conditions of robust optimal solutions for the uncertain fractional polynomial optimization problem in terms of robust optimization and a normal cone constraint qualification condition. Then, we give a robust dual problem to this uncertain fractional polynomial optimization problem and establish robust weak and strong duality properties between them. Moreover, we obtain exact sum of squares relaxation results for this uncertain fractional polynomial optimization problem.

Key words: fractional optimization, robust optimality, robust duality

CLC Number:

O221.6

Bo Ran,Xiangkai Sun,Xiaole Guo. On Robust Optimal Solutions for a Class of Uncertain Fractional Polynomial Optimization Problems[J].Acta mathematica scientia,Series A, 2025, 45(2): 630-639.

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References 19

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On Robust Optimal Solutions for a Class of Uncertain Fractional Polynomial Optimization Problems

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