Please use this identifier to cite or link to this item:
|Type:||Artigo de periódico|
|Title:||Order-Value Optimization: Formulation and solution by means of a primal cauchy method|
|Abstract:||The Order-Value Optimization (OVO) problem is a generalization of the classical Minimax problem. Instead of the maximum of a set functions, the functional value that ranks in the p-th place is minimized. The problem seeks the application to (non-pessimistic) decision making and to model fitting in the presence of (perhaps systematic) outliers. A Cauchy-type method is introduced that solves the problem in the sense that every limit point satisfies an adequate optimality condition. Numerical examples are given.|
|Editor:||Physica-verlag Gmbh & Co|
|Appears in Collections:||Unicamp - Artigos e Outros Documentos|
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.