Optimization with an approximate Lagrangian |
| |
Authors: | Paul J Schweitzer |
| |
Institution: | 1. IBM Thomas J. Watson Research Center, Yorktown Heights, New York, USA
|
| |
Abstract: | An error analysis is provided for discrete Lagrangian cell problems where the exact objective function for each cell is approximated by a simpler expression. Easily-calculated rigorous and heuristic bounds are given for the error in the value of the objective function. The solution itself, however, can be significantly distorted. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|