Home

About

Advanced Search

Browse by Discipline

Scientific Societies

E-print Alerts

Add E-prints

E-print Network
FAQHELPSITE MAPCONTACT US


  Advanced Search  

 
OrderValue Optimization: Formulation and Solution by means of a Primal Cauchy Method
 

Summary: Order­Value Optimization: Formulation and
Solution by means of a Primal Cauchy Method
Roberto Andreani # Cibele Dunder + Jos’e Mario Mart’nez #
December 19, 2002
Abstract
The Order­Value 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 mini­
mized. The problem seeks the application to (non­pessimistic) decision
making and to model fitting in the presence of (perhaps systematic)
outliers. A Cauchy­type method is introduced that solves the prob­
lem in the sense that every limit point satisfies an adequate optimality
condition. Numerical examples are given.
Key words: Order­Value Optimization, iterative methods, global
convergence, fitting parameters.
1 Introduction
Given m functions f 1 , . . . , f m , defined in a
domain# # IR n and an integer
p # {1, . . . , m}, the (p-) Order­Value (OVO) function f is given by
f(x) = f i p (x) (x),

  

Source: Andreani, Roberto - Instituto de Matemática, Estatística e Computação Científica, Universidade Estadual de Campinas

 

Collections: Mathematics