A robustification approach in unconstrained quadratic optimization
نویسندگان
چکیده
منابع مشابه
A robustification approach in unconstrained quadratic optimization
Unconstrained convex quadratic optimization problems subject to parameter perturbations are considered. A robustification approach is proposed and analyzed which reduces the sensitivity of the optimal function value with respect to the parameter. Since reducing the sensitivity and maintaining a small objective value are competing goals, strategies for balancing these two objectives are discusse...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2009
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-009-0302-9