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Aggregation in Large-Scale Optimization pp 163–287Cite as

Consistent Aggregation in Parametric Optimization

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Part of the book series: Applied Optimization ((APOP,volume 83))

Abstract

Many applied optimization problems require analyzing the effect of changes in problems’ data (parameters) on optimal function values. For example, this is the case when parameters vary over a given set, and optimization should be performed not only with respect to the original decision variables but also with respect to the parameters. The situation becomes even more complicated when the set of admissible parameters is corrected in the course of optimization.

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Authors and Affiliations

  1. Computing Center, Russian Academy of Sciences, Moscow, Russia

    Igor Litvinchev & Vladimir Tsurkov

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  1. Igor Litvinchev
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  2. Vladimir Tsurkov
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Litvinchev, I., Tsurkov, V. (2003). Consistent Aggregation in Parametric Optimization. In: Aggregation in Large-Scale Optimization. Applied Optimization, vol 83. Springer, Boston, MA. https://doi.org/10.1007/978-1-4419-9154-6_3

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  • DOI: https://doi.org/10.1007/978-1-4419-9154-6_3

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-4812-2

  • Online ISBN: 978-1-4419-9154-6

  • eBook Packages: Springer Book Archive

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