Mathematical Programming with Data Perturbations

Mathematical Programming with Data Perturbations PDF Author: Anthony V. Fiacco
Publisher: CRC Press
ISBN: 9780824700591
Category : Mathematics
Languages : en
Pages : 460

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Book Description
Presents research contributions and tutorial expositions on current methodologies for sensitivity, stability and approximation analyses of mathematical programming and related problem structures involving parameters. The text features up-to-date findings on important topics, covering such areas as the effect of perturbations on the performance of algorithms, approximation techniques for optimal control problems, and global error bounds for convex inequalities.

Mathematical Programming with Data Perturbations

Mathematical Programming with Data Perturbations PDF Author: Anthony V. Fiacco
Publisher: CRC Press
ISBN: 1000153665
Category : Mathematics
Languages : en
Pages : 460

Get Book Here

Book Description
Presents research contributions and tutorial expositions on current methodologies for sensitivity, stability and approximation analyses of mathematical programming and related problem structures involving parameters. The text features up-to-date findings on important topics, covering such areas as the effect of perturbations on the performance of algorithms, approximation techniques for optimal control problems, and global error bounds for convex inequalities.

Mathematical Programming with Data Perturbations

Mathematical Programming with Data Perturbations PDF Author: Anthony V. Fiacco
Publisher: CRC Press
ISBN: 9780824700591
Category : Mathematics
Languages : en
Pages : 460

Get Book Here

Book Description
Presents research contributions and tutorial expositions on current methodologies for sensitivity, stability and approximation analyses of mathematical programming and related problem structures involving parameters. The text features up-to-date findings on important topics, covering such areas as the effect of perturbations on the performance of algorithms, approximation techniques for optimal control problems, and global error bounds for convex inequalities.

Mathematical Programming with Data Perturbations II, Second Edition

Mathematical Programming with Data Perturbations II, Second Edition PDF Author: Fiacco
Publisher: CRC Press
ISBN: 1000116883
Category : Mathematics
Languages : en
Pages : 168

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Book Description
This book presents theoretical results, including an extension of constant rank and implicit function theorems, continuity and stability bounds results for infinite dimensional problems, and the interrelationship between optimal value conditions and shadow prices for stable and unstable programs.

Mathematical Programming with Data Perturbations I

Mathematical Programming with Data Perturbations I PDF Author: Anthony V. Fiacco
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 262

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Book Description
Basic results; Applications and interfaces.

Mathematical Programming with Data Perturbations II, Second Edition

Mathematical Programming with Data Perturbations II, Second Edition PDF Author: Fiacco
Publisher: CRC Press
ISBN: 9780824717896
Category : Mathematics
Languages : en
Pages : 174

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Book Description
Theorem of constant rank to lipschitzian maps; Lipschitzian perturbations of infinite optimization problems; On the continuity of the optimum set in parametric semiinfinite programming; Optimality conditions and shadow prices; Optimal value continuity and differential stability bounds under the mangasarian-fromovitz constraint qualification; Iteration and sensitivity for a nonlinear spatial equilibrium problem; A sensitivity analysis approach to iteration skipping in the harmonic mean algorithm; Least squares optimization with implicit model equations.

Mathematical Programming with Data Perturbations

Mathematical Programming with Data Perturbations PDF Author: Anthony V. Fiacco
Publisher: CRC Press
ISBN: 1000117111
Category : Mathematics
Languages : en
Pages : 456

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Book Description
Presents research contributions and tutorial expositions on current methodologies for sensitivity, stability and approximation analyses of mathematical programming and related problem structures involving parameters. The text features up-to-date findings on important topics, covering such areas as the effect of perturbations on the performance of algorithms, approximation techniques for optimal control problems, and global error bounds for convex inequalities.

Mathematical Programming with Data Perturbations II, Second Edition

Mathematical Programming with Data Perturbations II, Second Edition PDF Author: Fiacco
Publisher: CRC Press
ISBN: 1000153436
Category : Mathematics
Languages : en
Pages : 174

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Book Description
This book presents theoretical results, including an extension of constant rank and implicit function theorems, continuity and stability bounds results for infinite dimensional problems, and the interrelationship between optimal value conditions and shadow prices for stable and unstable programs.

Mathematical Programming with Data Perturbations II

Mathematical Programming with Data Perturbations II PDF Author: Anthony V. Fiacco
Publisher:
ISBN:
Category :
Languages : en
Pages : 155

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Book Description


Perturbation Theory in Mathematical Programming and Its Applications

Perturbation Theory in Mathematical Programming and Its Applications PDF Author: Evgenij S. Levitin
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 416

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Book Description
Presents the author's research of local parametric optimization in the finite-dimensional case. This book provides a clear and complete formulation of the main perturbation theory problems for finite-dimensional optimization as well as new mathematical methods to analyze these problems. Using a unified approach, the author has developed a general perturbation theory for finite-dimensional extremum problems. Within the framework of this theory, methods for studying perturbed problems in zero-, first- and second-order approximations have been developed.

Perturbation Analysis of Optimization Problems

Perturbation Analysis of Optimization Problems PDF Author: J.Frederic Bonnans
Publisher: Springer Science & Business Media
ISBN: 1461213940
Category : Mathematics
Languages : en
Pages : 618

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Book Description
A presentation of general results for discussing local optimality and computation of the expansion of value function and approximate solution of optimization problems, followed by their application to various fields, from physics to economics. The book is thus an opportunity for popularizing these techniques among researchers involved in other sciences, including users of optimization in a wide sense, in mechanics, physics, statistics, finance and economics. Of use to research professionals, including graduate students at an advanced level.