A conception of optimality for algorithms and its application to the optimal search for a minimum
A. Adamski, A. Korytowski, W. Mitkowski (1977)
Applicationes Mathematicae
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A. Adamski, A. Korytowski, W. Mitkowski (1977)
Applicationes Mathematicae
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Boban Marinković (2006)
The Yugoslav Journal of Operations Research
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Diptesh Ghosh, Gerard Sierksma (2003)
Applicationes Mathematicae
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This paper studies the complexity of sensitivity analysis for optimal and ε-optimal solutions to general 0-1 combinatorial optimization problems with min-max objectives. Van Hoesel and Wagelmans [9] have studied the complexity of sensitivity analysis of optimal and ε-optimal solutions to min-sum problems, and Ramaswamy et al. [17] the complexity of sensitivity analysis of optimal solutions to min-max problems. We show that under some mild assumptions the sensitivity analysis of ε-optimal...
Maria do Rosário de Pinho, Maria Margarida Ferreira, Fernando Fontes (2010)
ESAIM: Control, Optimisation and Calculus of Variations
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Necessary conditions of optimality in the form of Unmaximized Inclusions (UI) are derived for optimal control problems with state constraints. The conditions presented here generalize earlier optimality conditions to problems that may be nonconvex. The derivation of UI-type conditions in the absence of the convexity assumption is of particular importance when deriving necessary conditions for constrained problems. We illustrate this feature by establishing, as an application, optimality...
Popescu, Elena (2003)
Analele Ştiinţifice ale Universităţii “Ovidius" Constanţa. Seria: Matematică
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J. Gauvin, R. Janin (1989)
Annales de l'I.H.P. Analyse non linéaire
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Gorgodze, N. (2000)
Memoirs on Differential Equations and Mathematical Physics
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Letizia Pellegrini (2004)
RAIRO - Operations Research - Recherche Opérationnelle
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In this paper we present the image space analysis, based on a general separation scheme, with the aim of studying lagrangian duality and shadow prices in Vector Optimization. Two particular kinds of separation are considered; in the linear case, each of them is applied to the study of sensitivity analysis, and it is proved that the derivatives of the perturbation function can be expressed in terms of vector Lagrange multipliers or shadow prices.
L. Gajek, P. Miś, J. Słowińska (2007)
Applicationes Mathematicae
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Optimal arrangement of a stream of insurance premiums for a multiperiod insurance policy is considered. In order to satisfy solvency requirements we assume that a weak Axiom of Solvency is satisfied. Then two optimization problems are solved: finding a stream of net premiums that approximates optimally 1) future claims, or 2) "anticipating premiums". It is shown that the resulting optimal streams of premiums enable differentiating between policyholders much more quickly than one-period...
Xing, An-Qing (1991)
Journal of Applied Mathematics and Stochastic Analysis
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