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Low-sum order value optimization

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Author(s):
Flavio Sakakisbara Yano
Total Authors: 1
Document type: Doctoral Thesis
Press: Campinas, SP.
Institution: Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica
Defense date:
Examining board members:
Roberto Andreani; Lucio Tunes dos Santos; Geraldo Nunes Silva; Ana Friedlander; Ernesto Julián Goldberg Birgin
Advisor: José Mario Martínez Pérez; Roberto Andreani
Abstract

Given r real functions Fl(X),..., Fr(x) defined in n c IRn and an integer p between 1 and r, the Low Order-Value Optimization problem (LOVO) consists of minimizing the sum of the functions that take the p smallest values. If (Yl,..., Yr) is a vector of data and T(x, ti) is the predicted value of the i-th observation (AU)