A minmax bound on the position of the plane tangent to the constraints in an optimization problemстатья
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Дата последнего поиска статьи во внешних источниках: 31 января 2019 г.
Аннотация:From the introduction: Problems with constraints occupy a central place among optimization problems in operations research. Such problems require the development of numerical methods, many of which can be classified as reduced gradient methods. In these methods, the gradient is reduced relative to a plane tangent to the constraints that are binding at the given point. In practice, it is helpful to replace the tangent planes with coordinate planes. To justify this replacement theoretically, we need a bound on the angle between the tangent plane and the coordinate plane. Our article derives such minmax bounds for this problem.