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Solution robustness analysis
Článek! Pro signaturu klikni na odkaz In Main entry-name Pelikán, Jan, 1943- (author) Title statement Solution robustness analysis / Jan Pelikán, Maria Kobzareva Another responsib. Kobzareva, Maria (author)
Phys.des. 1 graf, 1 tabulka Dostupné též v elektronické podobě In Hradecké ekonomické dny. Hradec Economic Days. - S. 353-361 (tištěný sborník), s. 808-816 (online zdroj) Subj. Headings ekonometrie ekonometrické modely ekonomická analýza robustní statistika Form, Genre články ze sborníku Annotation Nowadays a great research interest is devoted to uncertainty modeling, as changes in data can cause current solution to become non-optimal and present poor results from the objective function point of view. One of the popular approaches which deals with problem with uncertain data is robust optimization, which is designed to find solutions that are robust, which means that the solution does not depend on changes of certain parameters. This paper focuses on robust analysis of optimal solution and calculating its stability interval using proposed approaches based on interval programming. Stability of solution is calculated according to the possible changes in objective function coefficients only. Proposed method is compared with sensitivity analysis and parametric programming, main differences are outlined. The method is illustrates on an example. Conspect 33 - Ekonomie Country Česko Language English URL http://fim2.uhk.cz/hed/data/proceedings_2016_1.pdf Database Articles References - Source document article
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