Global sensitivity analysis in optimization - the case of positive definite quadratic forms
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F23%3A10472193" target="_blank" >RIV/00216208:11320/23:10472193 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1007/978-3-031-46739-4_24" target="_blank" >https://doi.org/10.1007/978-3-031-46739-4_24</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-031-46739-4_24" target="_blank" >10.1007/978-3-031-46739-4_24</a>
Alternative languages
Result language
angličtina
Original language name
Global sensitivity analysis in optimization - the case of positive definite quadratic forms
Original language description
We consider the problem of minimization of a positive definite quadratic form; this problem has a unique optimal solution. The question here is what are the largest allowable variations of the input data such that the optimal solution will not exceed given bounds? This problem is called global sensitivity analysis since, in contrast to the traditional sensitivity analysis, it deals with variations of possibly all input coefficients. We propose a general framework for approaching the problem with any matrix norm. We also focus on some commonly used norms and investigate for which of them the problem is efficiently solvable. Particularly for the max-norm, the problem is NP-hard, so we turn our attention to computationally cheap bounds.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
50201 - Economic Theory
Result continuities
Project
<a href="/en/project/GA22-11117S" target="_blank" >GA22-11117S: Global sensitivity analysis and stability in optimization problems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Applied Computer Sciences in Engineering. WEA 2023
ISBN
978-3-031-46738-7
ISSN
1865-0929
e-ISSN
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Number of pages
11
Pages from-to
265-275
Publisher name
Springer
Place of publication
Cham
Event location
Cartagena, Colombia
Event date
Nov 1, 2023
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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