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Type: Artigo de periódico
Title: Nonlinear-programming reformulation of the order-value optimization problem
Author: Andreani, R
Dunder, C
Martinez, JM
Abstract: Order-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.
Subject: order-value optimization
optimality conditions
equilibrium constraints
optimization algorithms
Country: Alemanha
Editor: Physica-verlag Gmbh & Co
Rights: fechado
Identifier DOI: 10.1007/s001860400410
Date Issue: 2005
Appears in Collections:Unicamp - Artigos e Outros Documentos

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