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Perturbation Analysis of Optimization Problems (Springer Series in Operations Research and Financial Engineering) - Softcover
Synopsis
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.
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Perturbation Analysis of Optimization Problems (Springer Series in Operations Research and Financial Engineering)
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Perturbation Analysis of Optimization Problems (eng)
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Perturbation Analysis of Optimization Problems
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 t. Seller Inventory # 4189759
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Perturbation Analysis of Optimization Problems
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Springer New York Nov 2013, 2013
ISBN 10: 1461271290
ISBN 13: 9781461271291
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 624 pp. Englisch. Seller Inventory # 9781461271291
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Perturbation Analysis of Optimization Problems
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Taschenbuch. Condition: Neu. Perturbation Analysis of Optimization Problems | J. Frederic Bonnans (u. a.) | Taschenbuch | xviii | Englisch | 2013 | Springer | EAN 9781461271291 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Seller Inventory # 105322843
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Perturbation Analysis of Optimization Problems (Springer Series in Operations Research and Financial Engineering)
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Perturbation Analysis of Optimization Problems
Published by
Springer, Springer Nov 2013, 2013
ISBN 10: 1461271290
ISBN 13: 9781461271291
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This is a research-level book in optimization. The results herein can be applied to various fields, from physics to economics. A nice feature is its great number of examples, which help the reader to understand the meaning of various statements and assumptions. It will be very useful not only to research professionals in the field of optimization, nonlinear programming and optimal control, but also to users of optimization in mechanics, physics, statistics, finance and economics.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 624 pp. Englisch. Seller Inventory # 9781461271291
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Perturbation Analysis of Optimization Problems
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Seller Inventory # 9781461271291
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Perturbation Analysis of Optimization Problems
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Paperback. Condition: Brand New. reprint edition. 619 pages. 9.25x6.10x1.50 inches. In Stock. Seller Inventory # x-1461271290
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