Introduction to Sensitivity and Stability Analysis in Nonlinear Programming PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Introduction to Sensitivity and Stability Analysis in Nonlinear Programming PDF full book. Access full book title Introduction to Sensitivity and Stability Analysis in Nonlinear Programming by Fiacco. Download full books in PDF and EPUB format.
Author: Fiacco
Publisher: Academic Press
ISBN: 0080956718
Category : Computers
Languages : en
Pages : 381
Get Book Here
Book Description
Introduction to Sensitivity and Stability Analysis in Nonlinear Programming
Author: Fiacco
Publisher: Academic Press
ISBN: 0080956718
Category : Computers
Languages : en
Pages : 381
Get Book Here
Book Description
Introduction to Sensitivity and Stability Analysis in Nonlinear Programming
Author: Anthony V. Fiacco
Publisher:
ISBN:
Category : Nonlinear programming
Languages : en
Pages : 34
Get Book Here
Book Description
We suggest several important research topics for semi-infinite programs whose problem functions and index sets contain parameters that are subject to perturbation. These include optimal value and optimal solution sensitivity and stability properties and penalty function approximation techniques. The approaches proposed are a natural carryover from parametric nonlinear programming, with emphasis on practical applicability and computability. Keywords: Semi-infinite programming, Perturbation analysis, Sensitivity analysis, Stability, Parametric non-linear programming, Penalty functions, Mathematical equations. (cp).
Author: Anthony V. Fiacco
Publisher: SIAM
ISBN: 9781611971316
Category : Mathematics
Languages : en
Pages : 226
Get Book Here
Book Description
Recent interest in interior point methods generated by Karmarkar's Projective Scaling Algorithm has created a new demand for this book because the methods that have followed from Karmarkar's bear a close resemblance to those described. There is no other source for the theoretical background of the logarithmic barrier function and other classical penalty functions. Analyzes in detail the "central" or "dual" trajectory used by modern path following and primal/dual methods for convex and general linear programming. As researchers begin to extend these methods to convex and general nonlinear programming problems, this book will become indispensable to them.
Author: Anthony V. Fiacco
Publisher:
ISBN:
Category : Nonlinear programming
Languages : en
Pages : 367
Get Book Here
Book Description
Author: Anthony V. Fiacco
Publisher:
ISBN:
Category : Mathematical optimization
Languages : en
Pages : 51
Get Book Here
Book Description
For large classes of mathematical programming problems, a detailed technical survey is given of key developments in sensitivity and stability analysis results, i.e., results characterizing the relationship between the optimal value function or a solution set and problem perturbations. The emphasis is on finite dimensional nonlinear problems with deterministic parametric perturbations. Precise assumptions and conclusions of key results are given in the more than 30 theorems that are stated. Some effort has been made to unify the notation and terminology and to place the results in perspective. Directions of future research and applications are indicated. Finally, an extensive bibliography is included. The paper is motivated by a desire to unify into one body of theory the many penetrating results that are now known in this crucially important area. (Author).
Author: Martin Grötschel
Publisher: Springer Science & Business Media
ISBN: 3662043319
Category : Mathematics
Languages : en
Pages : 789
Get Book Here
Book Description
In its thousands of years of history, mathematics has made an extraordinary ca reer. It started from rules for bookkeeping and computation of areas to become the language of science. Its potential for decision support was fully recognized in the twentieth century only, vitally aided by the evolution of computing and communi cation technology. Mathematical optimization, in particular, has developed into a powerful machinery to help planners. Whether costs are to be reduced, profits to be maximized, or scarce resources to be used wisely, optimization methods are available to guide decision making. Opti mization is particularly strong if precise models of real phenomena and data of high quality are at hand - often yielding reliable automated control and decision proce dures. But what, if the models are soft and not all data are around? Can mathematics help as well? This book addresses such issues, e. g. , problems of the following type: - An elevator cannot know all transportation requests in advance. In which order should it serve the passengers? - Wing profiles of aircrafts influence the fuel consumption. Is it possible to con tinuously adapt the shape of a wing during the flight under rapidly changing conditions? - Robots are designed to accomplish specific tasks as efficiently as possible. But what if a robot navigates in an unknown environment? - Energy demand changes quickly and is not easily predictable over time. Some types of power plants can only react slowly.
Author: M. Asghar Bhatti
Publisher: Springer Science & Business Media
ISBN: 1461205018
Category : Technology & Engineering
Languages : en
Pages : 711
Get Book Here
Book Description
This introductory textbook adopts a practical and intuitive approach, rather than emphasizing mathematical rigor. Computationally oriented books in this area generally present algorithms alone, and expect readers to perform computations by hand, and are often written in traditional computer languages, such as Basic, Fortran or Pascal. This book, on the other hand, is the first text to use Mathematica to develop a thorough understanding of optimization algorithms, fully exploiting Mathematica's symbolic, numerical and graphic capabilities.
Author: S. Zlobec
Publisher: Springer Science & Business Media
ISBN: 9780792371397
Category : Business & Economics
Languages : en
Pages : 378
Get Book Here
Book Description
Optimality and stability are two important notions in applied mathematics. This book is a study of these notions and their relationship in linear and convex parametric programming models. It begins with a survey of basic optimality conditions in nonlinear programming. Then new results in convex programming, using LFS functions, for single-objective, multi-objective, differentiable and non-smooth programs are introduced. Parametric programming models are studied using basic tools of point-to-set topology. Stability of the models is introduced, essentially, as continuity of the feasible set of decision variables under continuous perturbations of the parameters. Perturbations that preserve this continuity are regions of stability. It is shown how these regions can be identified. The main results on stability are characterizations of locally and globally optimal parameters for stable and also for unstable perturbations. The results are straightened for linear models and bi-level programs. Some of the results are extended to abstract spaces after considering parameters as `controls'. Illustrations from diverse fields, such as data envelopment analysis, management, von Stackelberg games of market economy, and navigation problems are given and several case studies are solved by finding optimal parameters. The book has been written in an analytic spirit. Many results appear here for the first time in book form. Audience: The book is written at the level of a first-year graduate course in optimization for students with varied backgrounds interested in modeling of real-life problems. It is expected that the reader has been exposed to a prior elementary course in optimization, such as linear or non-linear programming. The last section of the book requires some knowledge of functional analysis.
Author: Simone Loureiro de Oliveira
Publisher: vdf Hochschulverlag AG
ISBN: 9783728123947
Category : Computers
Languages : en
Pages : 274
Get Book Here
Book Description
Author: Christodoulos A. Floudas
Publisher: Springer Science & Business Media
ISBN: 0387747583
Category : Mathematics
Languages : en
Pages : 4646
Get Book Here
Book Description
The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".
