Local cone approximations in mathematical programming
نویسندگان
چکیده
منابع مشابه
Local cone approximations in optimization
Abstract: We show how to use intensively local cone approximations to obtain results in some fields of optimization theory such as optimality conditions, constraint qualifications, mean value theorems and error bound.
متن کاملObjective function approximations in mathematical programming
Mathematical programming applications often require an objective function to be approximated by one of simpler form so that an available computational approach can be used. An a priori bound is derived on the amount of error (suitably defined) which such an approximation can induce. This leads to a natural criterion for selecting the "best" approximation from any given class. We show that this ...
متن کاملOn polyhedral approximations in p-order cone programming
This paper discusses the use of polyhedral approximations in solving of p-order cone programming (pOCP) problems, or linear problems with p-order cone constraints, and their mixed-integer extensions. In particular, it is shown that the cutting-plane technique proposed in Krokhmal and Soberanis (2010) for a special type of polyhedral approximations of pOCP problems, which allows for generation o...
متن کاملThe Primal-Dual Second-Order Cone Approximations Algorithm for Symmetric Cone Programming
This paper presents the new concept of second-order cone approximations for convex conic programming. Given any open convex cone K, a logarithmically homogeneous self-concordant barrier for K and any positive real number r ≤ 1, we associate, with each direction x ∈ K, a second-order cone K̂r(x) containing K. We show that K is the intersection of the second-order cones K̂r(x), as x ranges through ...
متن کاملA closed formula for local sensitivity analysis in mathematical programming
This article introduces a method for local sensitivity analysis of practical interest. A theorem is given that provides a general and neat manner to obtain all sensitivities of a general nonlinear programming problem (around a local minimum) with respect to any parameter irrespective of it being a right-hand side, objective function or constraint constant. The method is based on the well-known ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Optimization
سال: 2014
ISSN: 0233-1934,1029-4945
DOI: 10.1080/02331934.2014.929684