Author : Anthony V. Fiacco
Publisher : CRC Press
Page : 456 pages
File Size : 35,18 MB
Release : 2020-09-23
Category : Mathematics
ISBN : 1000117111
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.
Author : Anthony V. Fiacco
Publisher : CRC Press
Page : 460 pages
File Size : 24,66 MB
Release : 1997-09-19
Category : Mathematics
ISBN : 9780824700591
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.
Author : Anthony V. Fiacco
Publisher : CRC Press
Page : 168 pages
File Size : 33,48 MB
Release : 2020-09-23
Category : Mathematics
ISBN : 1000116883
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.
Author : Anthony V. Fiacco
Publisher :
Page : 262 pages
File Size : 40,21 MB
Release : 1982
Category : Mathematics
ISBN :
Basic results; Applications and interfaces.
Author : Fiacco
Publisher : CRC Press
Page : 174 pages
File Size : 26,89 MB
Release : 1983-01-24
Category : Mathematics
ISBN : 9780824717896
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.
Author : Anthony V. Fiacco
Publisher :
Page : 155 pages
File Size : 43,70 MB
Release : 1983
Category :
ISBN :
Author : Fiacco
Publisher : Academic Press
Page : 381 pages
File Size : 29,33 MB
Release : 1983-11-02
Category : Computers
ISBN : 0080956718
Introduction to Sensitivity and Stability Analysis in Nonlinear Programming
Author : J.Frederic Bonnans
Publisher : Springer Science & Business Media
Page : 618 pages
File Size : 13,73 MB
Release : 2013-11-22
Category : Mathematics
ISBN : 1461213940
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.
Author : Rembert Reemtsen
Publisher : Springer Science & Business Media
Page : 418 pages
File Size : 30,82 MB
Release : 2013-03-14
Category : Computers
ISBN : 1475728689
Semi-infinite programming (briefly: SIP) is an exciting part of mathematical programming. SIP problems include finitely many variables and, in contrast to finite optimization problems, infinitely many inequality constraints. Prob lems of this type naturally arise in approximation theory, optimal control, and at numerous engineering applications where the model contains at least one inequality constraint for each value of a parameter and the parameter, repre senting time, space, frequency etc., varies in a given domain. The treatment of such problems requires particular theoretical and numerical techniques. The theory in SIP as well as the number of numerical SIP methods and appli cations have expanded very fast during the last years. Therefore, the main goal of this monograph is to provide a collection of tutorial and survey type articles which represent a substantial part of the contemporary body of knowledge in SIP. We are glad that leading researchers have contributed to this volume and that their articles are covering a wide range of important topics in this subject. It is our hope that both experienced students and scientists will be well advised to consult this volume. We got the idea for this volume when we were organizing the semi-infinite pro gramming workshop which was held in Cottbus, Germany, in September 1996.
Author : Evgenij S. Levitin
Publisher :
Page : 416 pages
File Size : 23,5 MB
Release : 1994-09-06
Category : Mathematics
ISBN :
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.
