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نویسندگان مقالات پربازدید :
تحلیل غیر خطی
جزئیات رویداد
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  • robust conjugate duality for convex optimization under uncertainty with application to data classification

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    • تاریخ ارائه: 1390/01/01
    • تاریخ انتشار در تی پی بین: 1390/01/01
    • تعداد بازدید: 548
    • تعداد پرسش و پاسخ ها: 0
    • شماره تماس دبیرخانه رویداد: -
    in this paper we present a robust conjugate duality theory for convex programming problems in the face of data uncertainty within the framework of robust optimization, extending the powerful conjugate duality technique. we first establish robust strong duality between an uncertain primal parameterized convex programming model problem and its uncertain conjugate dual by proving strong duality between the deterministic robust counterpart of the primal model and the optimistic counterpart of its dual problem under a regularity condition. this regularity condition is not only sufficient for robust duality but also necessary for it whenever robust duality holds for every linear perturbation of the objective function of the primal model problem. more importantly, we show that robust strong duality always holds for partially finite convex programming problems under scenario data uncertainty and that the optimistic counterpart of the dual is a tractable finite dimensional problem. as an application, we also derive a robust conjugate duality theorem for support vector machines which are a class of important convex optimization models for classifying two labelled data sets. the support vector machine has emerged as a powerful modelling tool for machine learning problems of data classification that arise in many areas of application in information and computer sciences.

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