Nonlinear-programming reformulation of the order-value optimization problem

dc.creatorAndreani, R
dc.creatorDunder, C
dc.creatorMartinez, JM
dc.date2005
dc.dateJUL
dc.date2014-11-14T19:23:30Z
dc.date2015-11-26T17:16:30Z
dc.date2014-11-14T19:23:30Z
dc.date2015-11-26T17:16:30Z
dc.date.accessioned2018-03-29T00:04:41Z
dc.date.available2018-03-29T00:04:41Z
dc.identifierMathematical Methods Of Operations Research. Physica-verlag Gmbh & Co, v. 61, n. 3, n. 365, n. 384, 2005.
dc.identifier1432-2994
dc.identifierWOS:000230566200002
dc.identifier10.1007/s001860400410
dc.identifierhttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/62037
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/62037
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/62037
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1282299
dc.descriptionOrder-value optimization (OVO) is a generalization of the minimax problem motivated by decision-making problems under uncertainty and by robust estimation. New optimality conditions for this nonsmooth optimization problem are derived. An equivalent mathematical programming problem with equilibrium constraints is deduced. The relation between OVO and this nonlinear-programming reformulation is studied. Particular attention is given to the relation between local minimizers and stationary points of both problems.
dc.description61
dc.description3
dc.description365
dc.description384
dc.languageen
dc.publisherPhysica-verlag Gmbh & Co
dc.publisherHeidelberg
dc.publisherAlemanha
dc.relationMathematical Methods Of Operations Research
dc.relationMath. Method Oper. Res.
dc.rightsfechado
dc.sourceWeb of Science
dc.subjectorder-value optimization
dc.subjectoptimality conditions
dc.subjectnonlinear-programming
dc.subjectequilibrium constraints
dc.subjectoptimization algorithms
dc.subjectConstrained Optimization
dc.subjectAlgorithm
dc.subjectOptimality
dc.subjectEquality
dc.titleNonlinear-programming reformulation of the order-value optimization problem
dc.typeArtículos de revistas


Este ítem pertenece a la siguiente institución