Order-value optimization: Formulation and solution by means of a primal cauchy method

Mathematical Methods of Operations Research

Volumn 58, Issue 3, 2003, Pages 387-399

  Andreani, Roberto ^a   Dunder, Cibele ^b   Martínez, José Mario ^a  

^a UNIVERSITY OF CAMPINAS   (Brazil)

^b UNIVERSITY OF SÃO PAULO   (Brazil)

Author keywords

Fitting parameters; Global convergence; Iterative methods; Order Value Optimization

Indexed keywords

DECISION MAKING; ERROR ANALYSIS; FUNCTIONS; INTEGER PROGRAMMING; ITERATIVE METHODS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; THEOREM PROVING;

FITTING PARAMETERS; GLOBAL CONVERGENCE; MINIMAX ESTIMATION; ORDER-VALUE OPTIMIZATION;

OPTIMIZATION;

EID: 21144458797     PISSN: 14322994     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001860300297     Document Type: Article

References (5)

1. Andreani R, Dunder C, Martínez JM (2001) Nonlinear programming reformulation of the Order-Value Optimization problem, Technical Report, Institute of Mathematics, University of Campinas, Brazil
2. Di Pillo G, Grippo L, Lucidi S (1993) A smooth method for the finite minimax problem, Mathematical Programming 60, 187-214
3. Fletcher R (1988) Practical Methods of Optimization, New York: Wiley
4. Huber PJ (1981) Robust Statistics, New York: Wiley
5. Holland PW, Welsch RE (1977) Robust regression using iteratively reweighted least-squares, Communications in Statistics: Theory and Methods, A6, 813-827