Nonlinear-programming reformulation of the order-value optimization problem


Order-value optimization (OVO) is a generalization of the minimax problem motivated by decision-making problems under uncertainty and by robust estimation. New optimality conditions for this nonsmooth optimization problem are derived. An equivalent mathematical programming problem with equilibrium constraints is deduced. The relation between OVO and this… (More)
DOI: 10.1007/s001860400410


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@article{Andreani2005NonlinearprogrammingRO, title={Nonlinear-programming reformulation of the order-value optimization problem}, author={Roberto Andreani and Cibele Dunder and Jos{\'e} Mario Mart{\'i}nez}, journal={Math. Meth. of OR}, year={2005}, volume={61}, pages={365-384} }