Stability analysis in discrete optimization involving generalized addition operations
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Publication:896189
DOI10.1007/S10957-015-0709-9zbMATH Open1327.90323OpenAlexW2105598547MaRDI QIDQ896189FDOQ896189
Authors: V. V. Chistyakov, Panos M. Pardalos
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 ,} where is a collection of nonempty subsets of a finite set such that the union of is and the intersection of is empty, is a cost (or weight) function from into or , and is a continuous, associative, commutative, nondecreasing and unbounded binary operation of generalized addition on , called an A-operation. We evaluate and present sharp estimates for upper and lower bounds of costs of elements from , 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
Recommendations
Nonconvex programming, global optimization (90C26) Combinatorial optimization (90C27) Sensitivity, stability, parametric optimization (90C31)
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