一类机会约束规划可行集合的凸性研究

【摘要】 机会约束规划的主要问题之一是约束集X(α)或X_i(α_i)是否是凸集。本文使用次凸函数方法,讨论了当A(w)的所有元素都是已知正态分布的独立随机变量及b(w)都为固定时的若干凸性命题。更多还原

【Abstract】 One of the major problems with chance-constrained programming is whether the constrained set X ( α) or X i (αi ) is convex. This Paper discusses about several convexity statements as to whether all the elements of A(w) are independent random variables with known normal distributions, and whether b(w) is fixed by using the method of sub-convex function.更多还原