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摘要: |
对机会约束规划逼近问题最优解集的上半收敛性进行了研究;在一定意义下,利用概率测度的收敛性,给出了逼近问题目标函数的连续性收敛性,并通过上图收敛理论,得到了机会约束规划逼近问题的最优解集上半收敛于初始机会约束规划问题的最优解集。 |
关键词: 分布收敛 上半收敛 K-收敛 稳定性 上图收敛 |
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Stability Analysis of Approximation Problems for Chance Constrained Programming with Single Objective |
WANG Jun-lin,HUO Yong-liang
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Abstract: |
This paper studied the upper semi-convergence of optimal solution set for chance constrained programming approximation problems,used probability measure convergence under some certain sense to give the continuous convergence of objective function approximation problems and,through the epi-convergence theory,got the optimal solutions set of chance constrained programming approximation problems upper semi-converge to the optimal solution set of the original chance constrained programming problem. |
Key words: distribution convergence upper semi-convergence K-convergence stability epi-convergence |