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