Simultaneous Nonstationary Optimization, Estimation and Approximation Procedures

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2128 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2128 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/2128 archive 351 disk0/00/00/21/02 2016-01-15 01:52:24 2021-08-27 17:11:07 2016-01-15 01:52:24 monograph show 2 Ermoliev Y.M. 1445 Gaivoronski A.A. 1003 Simultaneous Nonstationary Optimization, Estimation and Approximation Procedures pub iis_met prog_sds The main aim of this paper is to investigate those algorithmic procedures which solve optimization problems whilst either estimating the unknown parameters of these problems or approximating them by more simple problems. The problem of nonstationary optimization with time-varying functions and a set of optimal solutions (set of equilibria) is considered. The proposed solution technique is based on the application of nonmonotonic optimization procedures. We derive the convergence of such procedures by studying the Hausdorf distance between a current approximate solution and the set of E-optimal solutions. The Lipschitz continuity of the Hausdorf distance between sets of E-optimal solutions upon the parameters of the problem is also discussed. 1982-04 published CP-82-016 CP-82-016 338 1273 public collaborative_paper IIASA, Laxenburg, Austria 31 FALSE info:eu-repo/semantics/book