Perturbation Analysis of Optimization Problems by Jfrederic Bonnans

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Summary

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.

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Perturbation Analysis of Optimization Problems by Jfrederic Bonnans

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.
Shapiro, Alexander: - Alexander Shapiro is a Professor in the School of Industrial and Systems Engineering at Georgia Institute of Technology. He has published more than 100 articles in peer-reviewed journals and is the co-author of several books.
SKU Unavailable
ISBN 13 9781461271291
ISBN 10 1461271290
Title Perturbation Analysis of Optimization Problems
Author Jfrederic Bonnans
Series Springer Series In Operations Research And Financial Engineering
Condition Unavailable
Binding Type Paperback
Publisher Springer-Verlag New York Inc.
Year published 2013-11-15
Number of pages 601
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.