Multivalued Analysis and Nonlinear Programming Problems with Perturbations

Multivalued Analysis and Nonlinear Programming Problems with Perturbations PDF Author: B. Luderer
Publisher: Springer Science & Business Media
ISBN: 1475734689
Category : Mathematics
Languages : en
Pages : 218

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Book Description
The book presents a treatment of topological and differential properties of multivalued mappings and marginal functions. In addition, applications to sensitivity analysis of nonlinear programming problems under perturbations are studied. Properties of marginal functions associated with optimization problems are analyzed under quite general constraints defined by means of multivalued mappings. A unified approach to directional differentiability of functions and multifunctions forms the base of the volume. Nonlinear programming problems involving quasidifferentiable functions are considered as well. A significant part of the results are based on theories and concepts of two former Soviet Union researchers, Demyanov and Rubinov, and have never been published in English before. It contains all the necessary information from multivalued analysis and does not require special knowledge, but assumes basic knowledge of calculus at an undergraduate level.

Multivalued Analysis and Nonlinear Programming Problems with Perturbations

Multivalued Analysis and Nonlinear Programming Problems with Perturbations PDF Author: B. Luderer
Publisher: Springer Science & Business Media
ISBN: 1475734689
Category : Mathematics
Languages : en
Pages : 218

Get Book

Book Description
The book presents a treatment of topological and differential properties of multivalued mappings and marginal functions. In addition, applications to sensitivity analysis of nonlinear programming problems under perturbations are studied. Properties of marginal functions associated with optimization problems are analyzed under quite general constraints defined by means of multivalued mappings. A unified approach to directional differentiability of functions and multifunctions forms the base of the volume. Nonlinear programming problems involving quasidifferentiable functions are considered as well. A significant part of the results are based on theories and concepts of two former Soviet Union researchers, Demyanov and Rubinov, and have never been published in English before. It contains all the necessary information from multivalued analysis and does not require special knowledge, but assumes basic knowledge of calculus at an undergraduate level.

Multivalued Analysis and Nonlinear Programming Problems with Perturbations

Multivalued Analysis and Nonlinear Programming Problems with Perturbations PDF Author: Bernd Luderer
Publisher: Springer
ISBN: 9781475734690
Category : Mathematics
Languages : en
Pages : 210

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Book Description


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.

Optimization and Applications

Optimization and Applications PDF Author: Nicholas N. Olenev
Publisher: Springer Nature
ISBN: 3030910598
Category : Mathematics
Languages : en
Pages : 376

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Book Description
This book constitutes the refereed proceedings of the 12th International Conference on Optimization and Applications, OPTIMA 2021, held in Petrovac, Montenegro, in September-October 2021. The 22 full and 3 short papers presented were carefully reviewed and selected from 63 submissions. The papers are organized into the following topical sub-headings: mathematical programming, global optimization, discrete and combinatorial optimization, optimal control, optimization and data analysis, and game theory and mathematical economics.

Nonsmooth Analysis

Nonsmooth Analysis PDF Author: Winfried Schirotzek
Publisher: Springer Science & Business Media
ISBN: 3540713336
Category : Mathematics
Languages : en
Pages : 380

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Book Description
This book treats various concepts of generalized derivatives and subdifferentials in normed spaces, their geometric counterparts and their application to optimization problems. It starts with the subdifferential of convex analysis, passes to corresponding concepts for locally Lipschitz continuous functions and then presents subdifferentials for general lower semicontinuous functions. All basic tools are presented where they are needed: this concerns separation theorems, variational and extremal principles as well as relevant parts of multifunction theory. Each chapter ends with bibliographic notes and exercises.

Introduction to Sensitivity and Stability Analysis in Nonlinear Programming

Introduction to Sensitivity and Stability Analysis in Nonlinear Programming PDF Author: Fiacco
Publisher: Academic Press
ISBN: 0080956718
Category : Computers
Languages : en
Pages : 364

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Book Description
Introduction to Sensitivity and Stability Analysis in Nonlinear Programming

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 Reviews

Mathematical Reviews PDF Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 974

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Book Description


Nonlinear Programming

Nonlinear Programming PDF Author: Mokhtar S. Bazaraa
Publisher: John Wiley & Sons
ISBN: 0471486000
Category : Mathematics
Languages : en
Pages : 885

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Book Description
COMPREHENSIVE COVERAGE OF NONLINEAR PROGRAMMING THEORY AND ALGORITHMS, THOROUGHLY REVISED AND EXPANDED Nonlinear Programming: Theory and Algorithms—now in an extensively updated Third Edition—addresses the problem of optimizing an objective function in the presence of equality and inequality constraints. Many realistic problems cannot be adequately represented as a linear program owing to the nature of the nonlinearity of the objective function and/or the nonlinearity of any constraints. The Third Edition begins with a general introduction to nonlinear programming with illustrative examples and guidelines for model construction. Concentration on the three major parts of nonlinear programming is provided: Convex analysis with discussion of topological properties of convex sets, separation and support of convex sets, polyhedral sets, extreme points and extreme directions of polyhedral sets, and linear programming Optimality conditions and duality with coverage of the nature, interpretation, and value of the classical Fritz John (FJ) and the Karush-Kuhn-Tucker (KKT) optimality conditions; the interrelationships between various proposed constraint qualifications; and Lagrangian duality and saddle point optimality conditions Algorithms and their convergence, with a presentation of algorithms for solving both unconstrained and constrained nonlinear programming problems Important features of the Third Edition include: New topics such as second interior point methods, nonconvex optimization, nondifferentiable optimization, and more Updated discussion and new applications in each chapter Detailed numerical examples and graphical illustrations Essential coverage of modeling and formulating nonlinear programs Simple numerical problems Advanced theoretical exercises The book is a solid reference for professionals as well as a useful text for students in the fields of operations research, management science, industrial engineering, applied mathematics, and also in engineering disciplines that deal with analytical optimization techniques. The logical and self-contained format uniquely covers nonlinear programming techniques with a great depth of information and an abundance of valuable examples and illustrations that showcase the most current advances in nonlinear problems.

Nonlinear Programming

Nonlinear Programming PDF Author: Olvi L. Mangasarian
Publisher: SIAM
ISBN: 0898713412
Category : Mathematics
Languages : en
Pages : 231

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Book Description
This reprint of the 1969 book of the same name is a concise, rigorous, yet accessible, account of the fundamentals of constrained optimization theory. Many problems arising in diverse fields such as machine learning, medicine, chemical engineering, structural design, and airline scheduling can be reduced to a constrained optimization problem. This book provides readers with the fundamentals needed to study and solve such problems. Beginning with a chapter on linear inequalities and theorems of the alternative, basics of convex sets and separation theorems are then derived based on these theorems. This is followed by a chapter on convex functions that includes theorems of the alternative for such functions. These results are used in obtaining the saddlepoint optimality conditions of nonlinear programming without differentiability assumptions.