Perturbation Analysis of Optimization Problems

Alexander Shapiro

ISBN 10: 1461271290 / ISBN 13: 9781461271291

Published by Springer New York, Springer US, 2013

About this Item

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

Bibliographic Details

• Title: Perturbation Analysis of Optimization Problems
• Publisher: Springer New York, Springer US
• Publication Date: 2013
• Language: English
• ISBN 10: 1461271290
• ISBN 13: 9781461271291
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 235W x 155H x 34D millimeters 235 millimeters width by 155 millimeters height by 34 millimeters depth
• Weight: 931 grams

About this title

Synopsis

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.