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  • © 2000

Perturbation Analysis of Optimization Problems

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  • ISBN: 978-1-4612-1394-9
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Softcover Book USD 249.99
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Table of contents (7 chapters)

  1. Front Matter

    Pages i-xviii
  2. Introduction

    • J. Frédéric Bonnans, Alexander Shapiro
    Pages 1-7
  3. Background Material

    • J. Frédéric Bonnans, Alexander Shapiro
    Pages 8-145
  4. Optimality Conditions

    • J. Frédéric Bonnans, Alexander Shapiro
    Pages 146-259
  5. Stability and Sensitivity Analysis

    • J. Frédéric Bonnans, Alexander Shapiro
    Pages 260-400
  6. Additional Material and Applications

    • J. Frédéric Bonnans, Alexander Shapiro
    Pages 401-526
  7. Optimal Control

    • J. Frédéric Bonnans, Alexander Shapiro
    Pages 527-569
  8. Bibliographical Notes

    • J. Frédéric Bonnans, Alexander Shapiro
    Pages 570-582
  9. Back Matter

    Pages 583-601

About this book

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.

Keywords

  • Optimal control
  • linear optimization
  • nonlinear optimization
  • optimization
  • statistics

Authors and Affiliations

  • INRIA-Rocquencourt, Domaine de Voluceau, Le Chesnay Cedex, France

    J. Frédéric Bonnans

  • School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, USA

    Alexander Shapiro

Bibliographic Information

Buying options

eBook USD 189.00
Price excludes VAT (USA)
  • ISBN: 978-1-4612-1394-9
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Softcover Book USD 249.99
Price excludes VAT (USA)
Hardcover Book USD 249.99
Price excludes VAT (USA)