Perturbation Analysis of Optimization Problems

Perturbation Analysis of Optimization Problems

Editorial Reviews
Book Description
This book presents general results for discussing local optimality and computation of the expansion of value function and approximate solution of optimization problems. These results may be applied to various fields, from physics to economics, as various examples in the book show. Therefore, the book is an opportunity for popularizing these techniques among researchers involved in other sciences. Consequently the readership should be not only researchers in the field of optimization, nonlinear programming and optimal control, but also users of optimization in a wide sense, in mechanics (elasticity and plasticity theory), physics, statistics, finance and economics. The book will be useful to research professionals, including graduate students at an advanced level.

Book Info
Focuses on the questions of how solutions of optimization problems behave under perturbations and on related first and second-order, optimality conditions. Emphasis is on infinite dimensions as well as finite-dimensional problems. DLC: Perturbations (Mathematics).

Perturbation Analysis of Optimization Problems,J.Frederic Bonnans,Alexander Shapiro,Springer,0387987053,Advanced,Analytic Mechanics (Mathematical Aspects),Applied,Game Theory,Linear Programming,Mathematical optimization,Mathematics,Optimization (Mathematical Theory),Perturbation (Mathematics),Science/Mathematics,Mathematics / Linear Programming

Books Info:

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Books Info

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