优化凸参数编程问题中的最优值函数

IF 0.4 4区数学 Q4 MATHEMATICS

Proceedings of the Steklov Institute of Mathematics Pub Date : 2024-02-12 DOI:10.1134/s0081543823060111

O. V. Khamisov

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引用次数: 0

摘要

我们考虑了一个凸参数编程问题，其中目标函数和约束函数都是外部参数的凸函数。我们提出了一些计算程序，用于寻找最优值函数的最大值和最小值，以及寻找与问题一致的参数集的内近似值和外近似值。所有程序都基于支持函数的应用。文中还提供了说明性实例。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

Optimization of the Optimal Value Function in Problems of Convex Parametric Programming

查看原文本刊更多论文

Optimization of the Optimal Value Function in Problems of Convex Parametric Programming

We consider a problem of convex parametric programming in which the objective function and the constraint functions are convex functions of an external parameter. Computational procedures are suggested for finding the maximum and minimum values of the optimal value function and for finding inner and outer approximations to the set of parameters for which the problem is consistent. All procedures are based on the application of support functions. Illustrative examples are provided.

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来源期刊

Proceedings of the Steklov Institute of Mathematics MATHEMATICS, APPLIED-MATHEMATICS

CiteScore

0.90

自引率

20.00%

发文量

审稿时长

4-8 weeks

期刊介绍： Proceedings of the Steklov Institute of Mathematics is a cover-to-cover translation of the Trudy Matematicheskogo Instituta imeni V.A. Steklova of the Russian Academy of Sciences. Each issue ordinarily contains either one book-length article or a collection of articles pertaining to the same topic.