Perturbation Analysis of Optimization Problems - Rilegato

Bonnans, J.Frederic; Shapiro, Alexander

Rilegato

ISBN 10: 0387987053 ISBN 13: 9780387987057

Casa editrice: Springer-Verlag New York Inc., 2000

Riassunto

The main subject of this book is perturbation analysis of continuous optimization problems. In the last two decades considerable progress has been made in that area, and it seems that it is time now to present a synthetic view of many important results that apply to various classes of problems. The model problem that is considered throughout the book is of the form (P) Min/(x) subjectto G(x) E K. xeX Here X and Y are Banach spaces, K is a closed convex subset of Y, and / : X -+ IR and G : X -+ Y are called the objective function and the constraint mapping, respectively. 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. Our aim is to study continuity and differentiability properties of the optimal value v(u) and the set S(u) of optimal solutions of (P ) viewed as functions of the parameter vector u.

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Contenuti

Basic notation.- Introduction.- Background material.- Optimality conditions.- Basic perturbation theory.- Second order analysis of the optimal value and optimal solutions.- Optimal Control.- References.

Product Description

Book by Bonnans JFrederic Shapiro Alexander

Dettagli dell'edizione

• Editore: Springer-Verlag New York Inc.
• Data di pubblicazione: 2000
• Lingua: Inglese
• ISBN 10: 0387987053
• ISBN 13: 9780387987057
• Rilegatura: Copertina rigida
• Numero di pagine: 601
• Contatto del produttore: non disponibile
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