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Record W1520584263

Sensitivity analysis in convex quadratic optimization: Simultaneous perturbation of the objective and right-hand-side vectors

2007· article· en· W1520584263 on OpenAlexaff
‎Alireza Ghaffari-Hadigheh, Oleksandr Romanko, Tamás Terlaky

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicProbabilistic and Robust Engineering Design
Canadian institutionsMcMaster University
Fundersnot available
KeywordsMathematicsConvexityQuadratic equationPerturbation (astronomy)Mathematical optimizationOptimization problemParametric statisticsPiecewiseDifferentiable functionQuadratic programmingApplied mathematicsConvex optimizationConvex functionSensitivity (control systems)Regular polygonMathematical analysis
DOInot available

Abstract

fetched live from OpenAlex

In this paper we study the behavior of Convex Quadratic Optimization problems when variation occurs simultaneously in the right-hand side vector of the constraints and in the coefficient vector of the linear term in the objective function. It is proven that the optimal value function is piecewise-quadratic. The concepts of transition point and invariancy interval are generalized to the case of simultaneous perturbation. Criteria for convexity, concavity or linearity of the optimal value function on invariancy intervals are derived. Furthermore, differentiability of the optimal value function is studied, and linear optimization problems are given to calculate the left and right derivatives. An algorithm, that is capable to compute the transition points and optimal partitions on all invariancy intervals, is outlined. We specialize the method to Linear Optimization problems and provide a practical example of simultaneous perturbation parametric quadratic optimization problem from electrical engineering. Keywords: Programming, quadratic: simultaneous perturbation sensitivity analysis using IPMs. In this paper we are concerned with the sensitivity analysis of perturbed Convex Quadratic Optimization (CQO) problems where the coefficient vector of the linear term of the objective function and the right-hand side (RHS) vector of the constraints are varied simultaneously. This

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.010
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.003
Threshold uncertainty score0.015

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.010
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.002
Scholarly communication0.0010.001
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.021
GPT teacher head0.280
Teacher spread0.260 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations37
Published2007
Admission routes1
Has abstractyes

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