Items related to Perturbation Analysis of Optimization Problems

Perturbation Analysis of Optimization Problems - Softcover

Bonnans, J.Frederic; Shapiro, Alexander

 
9781461213956: Perturbation Analysis of Optimization Problems

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Synopsis

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

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