Perturbation Theory in Mathematical Programming and Its Applications (Wiley Series in Discrete Mathematics and Optimization) - Hardcover

Levitin, Evgenij S.

 
9780471939351: Perturbation Theory in Mathematical Programming and Its Applications (Wiley Series in Discrete Mathematics and Optimization)

Synopsis

This volume represents the sum of the author's research in the local parametric optimization of finite-dimensional cases. It presents a 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.

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About the Author

Evgenij S. Levitin is currently engaged in research at the Institute for Systems Analysis at the Russian Academy of Sciences.

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