A Robustification Approach in Unconstrained Quadratic Optimization

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Kavand, Razieh | 2012

1827 Viewed

Type of Document: M.Sc. Thesis
Language: Farsi
Document No: 43756 (02)
University: Sharif University of Technology
Department: Mathematical Sciences
Advisor(s): Peyghami, Mohammad Reza; Fotouhi Firouzabad, Morteza
Abstract:
In this thesis, unconstrained convex quadratic optimization problems subject to parameter perturbations are considered. A robustification approach is proposed and analyzed which reduces the sensitivity of the optimal function value with respect to the parameter. Since reducing the sensitivity and maintaining a small objective value are competing goals, strategies for balancing these two objectives are discussed. Numerical examples illustrate the approach
Keywords:
Parameters Optimization ; Quadratic Programming ; Robust Optimization ; Robustification