Perturbation Analysis of Optimization Problems

Perturbation Analysis of Optimization Problems

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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.J.Frederic Bonnans, Alexander Shapiro. has a nonempty relative interior, say of dimension q, 0 alt; q alt; p. In case q alt; p, we can take p linear combinations of the a, a#39; s, called b\ , ..., bp, such that the b, a#39;s are linearly independent and (b, , k) = 0, anbsp;...

Title:Perturbation Analysis of Optimization Problems
Author: J.Frederic Bonnans, Alexander Shapiro
Publisher:Springer Science & Business Media - 2000-05-11

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