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Type: Artigo de periódico
Title: Order-Value Optimization: Formulation and solution by means of a primal cauchy method
Author: Andreani, R
Dunder, C
Martinez, JM
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.
Subject: Order-Value Optimization
iterative methods
global convergence
fitting parameters
Country: Alemanha
Editor: Physica-verlag Gmbh & Co
Rights: fechado
Identifier DOI: 10.1007/s001860300297
Date Issue: 2003
Appears in Collections:Unicamp - Artigos e Outros Documentos

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