Perturbation Analysis of Optimization Problems

Author:   J.Frederic Bonnans ,  Alexander Shapiro
Publisher:   Springer-Verlag New York Inc.
Edition:   Softcover reprint of the original 1st ed. 2000
ISBN:  

9781461271291


Pages:   601
Publication Date:   15 November 2013
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Perturbation Analysis of Optimization Problems


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Overview

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.

Full Product Details

Author:   J.Frederic Bonnans ,  Alexander Shapiro
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   Softcover reprint of the original 1st ed. 2000
Dimensions:   Width: 15.50cm , Height: 3.20cm , Length: 23.50cm
Weight:   0.943kg
ISBN:  

9781461271291


ISBN 10:   1461271290
Pages:   601
Publication Date:   15 November 2013
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

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

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