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JOURNALS // Program Systems: Theory and Applications // Archive

Program Systems: Theory and Applications, 2016 Volume 7, Issue 1, Pages 47–59 (Mi ps200)

Optimization Methods and Control Theory

The sensitivity of the solution of some optimization problems with perturbation

A. O. Blinov, M. G. Dmitriev

Ailamazyan Program Systems Institute of Russian Academy of Sciences

Abstract: There are consider optimization problem with perturbations. It represents the problems of searching the extremum of functions of many variables in the application of methods of linear convolution and an ideal point where some of the weighting coefficients depend on a small parameter. On the basis of the asymptotic analysis of the problem there is describes the sensitivity of the solution to change a small parameter that allows to construct the solution correction. (In Russian).

Key words and phrases: linear convolution, ideal point, a small parameter.

UDC: 519.8

Received: 13.12.2015
Accepted: 29.01.2016



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