Perturbation Analysis of Optimization Problems - J.Frederic Bonnans, Alexander Shapiro

Perturbation Analysis of Optimization Problems

Buch | Hardcover
601 Seiten
2000
Springer-Verlag New York Inc.
978-0-387-98705-7 (ISBN)
246,09 inkl. MwSt
The main subject of this book is perturbation analysis of continuous optimization problems. In the last two decades considerable progress has been made in that area, and it seems that it is time now to present a synthetic view of many important results that apply to various classes of problems. The model problem that is considered throughout the book is of the form (P) Min/(x) subjectto G(x) E K. xeX Here X and Y are Banach spaces, K is a closed convex subset of Y, and / : X -+ IR and G : X -+ Y are called the objective function and the constraint mapping, respectively. We also consider a parameteriZed version (P ) of the above u problem, where the objective function / (x, u) and the constraint mapping G(x, u) are parameterized by a vector u varying in a Banach space U. Our aim is to study continuity and differentiability properties of the optimal value v(u) and the set S(u) of optimal solutions of (P ) viewed as functions of the parameter vector u.

Basic notation.- Introduction.- Background material.- Optimality conditions.- Basic perturbation theory.- Second order analysis of the optimal value and optimal solutions.- Optimal Control.- References.

Reihe/Serie Springer Series in Operations Research and Financial Engineering
Zusatzinfo XVIII, 601 p.
Verlagsort New York, NY
Sprache englisch
Maße 155 x 235 mm
Themenwelt Mathematik / Informatik Informatik Theorie / Studium
Mathematik / Informatik Mathematik Analysis
Mathematik / Informatik Mathematik Angewandte Mathematik
Mathematik / Informatik Mathematik Finanz- / Wirtschaftsmathematik
ISBN-10 0-387-98705-3 / 0387987053
ISBN-13 978-0-387-98705-7 / 9780387987057
Zustand Neuware
Haben Sie eine Frage zum Produkt?
Mehr entdecken
aus dem Bereich
Eine Einführung in die Systemtheorie

von Margot Berghaus

Buch | Softcover (2022)
UTB (Verlag)
25,00