Sensitivity Analysis for Convex Separable Optimization Over Integral Polymatroids.
Tobias HarksMax KlimmBritta PeisPublished in: SIAM J. Optim. (2018)
Keyphrases
- sensitivity analysis
- decision variables
- variational inequalities
- managerial insights
- global optimization
- influence diagrams
- saddle point
- optimization problems
- convex relaxation
- risk minimization
- optimization algorithm
- convex sets
- quadratic program
- semidefinite
- convex optimization
- piecewise linear
- globally optimal
- evolutionary algorithm
- quasiconvex
- global optimality
- nonlinear programming
- globally convergent
- convex programming
- semi definite programming
- quadratic programming
- efficient optimization
- global convergence
- optimization methods
- approximation algorithms
- convex hull
- combinatorial optimization
- optimization method
- simulated annealing
- multi objective