Stability analysis in discrete optimization involving generalized addition operations

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Publication:896189

DOI10.1007/S10957-015-0709-9zbMATH Open1327.90323arXiv1309.4242OpenAlexW2105598547MaRDI QIDQ896189FDOQ896189


Authors: V. V. Chistyakov, Panos M. Pardalos Edit this on Wikidata


Publication date: 14 December 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Abstract: The paper addresses the tolerance approach to the sensitivity analysis of optimal solutions to the nonlinear optimization problem of the form mbox{quad overquad SinmathcalS,} where mathcalS is a collection of nonempty subsets of a finite set X such that the union of mathcalS is X and the intersection of mathcalS is empty, C is a cost (or weight) function from X into mathbbR+=[0,infty) or (0,infty), and oplus is a continuous, associative, commutative, nondecreasing and unbounded binary operation of generalized addition on mathbbR+, called an A-operation. We evaluate and present sharp estimates for upper and lower bounds of costs of elements from X, for which an optimal solution to the above problem remains stable. These bounds present new results in the sensitivity analysis as well as extend most known results in a unified way. We define an invariant of the optimization problem---the tolerance function, which is independent of optimal solutions, and establish its basic properties, among which we mention a characterization of the set of all optimal solutions, the uniqueness of optimal solutions and extremal values of the tolerance function on an optimal solution.


Full work available at URL: https://arxiv.org/abs/1309.4242




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