Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/69730
Type: Artigo
Title: Order-value optimization: formulation and solution by means of a primal cauchy method
Author: Andreani, Roberto
Dunder, Cibele
Martinez, José Mario
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.
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-pessimist
Subject: Otimização do Valor Ordenado (OVO)
Métodos iterativos (Matemática)
Convergência global
Programação não-linear
Country: Alemanha
Editor: Springer
Citation: Mathematical Methods Of Operations Research. Physica-verlag Gmbh & Co, v. 58, n. 3, n. 387, n. 399, 2003.
Rights: fechado
Identifier DOI: 10.1007/s001860300297
Address: https://link.springer.com/article/10.1007/s001860300297
Date Issue: 2003
Appears in Collections:IMECC - Artigos e Outros Documentos

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