Montag, 07. Mai 2018, 16:45 - 17:45 iCal

ISOR Colloquium

"Sensitivity Analysis for Convex Separable Optimization over Integral Polymatroids"

Speaker: Tobias Harks (Univ. Augsburg)

HS 7 OMP1 (#1.303), 1st floor
Oskar-Morgenstern-Platz 1, 1090 Wien

Vortrag

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The talk will discuss the sensitivity of optimal solutions of convex separable optimization problems over an integral polymatroid base polytope with respect to parameters determining both the cost of each element and the polytope. Under convexity and a regularity assumption on the functional dependency of the cost function with respect to the parameters, it is shown show that reoptimization after a change in parameters can be done by elementary local operations. I will show that these sensitivity results can be applied to a new class of non-cooperative games played on integral polymatroid base polytopes in order to compute pure Nash equilibria.

Zur Webseite der Veranstaltung

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Veranstalter

Institut für Statistik und Operations Research

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Kontakt

Mag. Vera Lehmwald
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38651
vera.lehmwald@univie.ac.at

Erstellt am Freitag, 09. März 2018, 11:16
Letzte Änderung am Montag, 12. März 2018, 09:14