Objective Function Approximation: An Application to Spatial Price Equilibrium Models
提出一种为可分离二次规划的分段线性近似选择网格大小的方法，并应用于空间价格均衡模型，通过先验误差界将目标函数近似误差与实际优化问题的次优性联系起来。
Abstract This paper describes a method for selecting a grid size for the piece wise‐linear approximation of a separable quadratic program. It describes and demonstrates application of the procedure to a spatial price equilibrium model. The method is based on an a priori bound relating the amount of objective function approximation error to the suboptimality induced in the solution of the actual optimization problem.