The sensitivity of the solution of some optimization problems with perturbation

Автор: Blinov Alexander Olegovich, Dmitriev Michael Gennadievich

Журнал: Программные системы: теория и приложения @programmnye-sistemy

Рубрика: Методы оптимизации и теория управления

Статья в выпуске: 1 (28) т.7, 2016 года.

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We consider perturbed optimization problems that formally represent the problem of finding the extremum of functions of several variables that arise when applying the methods of linear convolution and an ideal point where some of the weight coefficients depend on a small parameter. On the basis of the asymptotic analysis of the problem, the sensitivity of the solution to the change of a small parameter is described, which makes it possible to construct a correction for the solution

Small parameter, ideal point, linear convolution

Короткий адрес: https://sciup.org/14336188

IDR: 14336188

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