Mathematical Programming With Data Perturbations I PDF Download
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Author | : Anthony V. Fiacco |
Publisher | : CRC Press |
Total Pages | : 460 |
Release | : 2020-09-24 |
Genre | : Mathematics |
ISBN | : 1000153665 |
Download Mathematical Programming with Data Perturbations Book in PDF, ePub and Kindle
Presents research contributions and tutorial expositions on current methodologies for sensitivity, stability and approximation analyses of mathematical programming and related problem structures involving parameters. The text features up-to-date findings on important topics, covering such areas as the effect of perturbations on the performance of algorithms, approximation techniques for optimal control problems, and global error bounds for convex inequalities.
Author | : Anthony V. Fiacco |
Publisher | : |
Total Pages | : 262 |
Release | : 1982 |
Genre | : Mathematics |
ISBN | : |
Download Mathematical Programming with Data Perturbations I Book in PDF, ePub and Kindle
Basic results; Applications and interfaces.
Author | : Fiacco |
Publisher | : CRC Press |
Total Pages | : 174 |
Release | : 2020-09-24 |
Genre | : Mathematics |
ISBN | : 1000153436 |
Download Mathematical Programming with Data Perturbations II, Second Edition Book in PDF, ePub and Kindle
This book presents theoretical results, including an extension of constant rank and implicit function theorems, continuity and stability bounds results for infinite dimensional problems, and the interrelationship between optimal value conditions and shadow prices for stable and unstable programs.
Author | : Anthony V. Fiacco |
Publisher | : |
Total Pages | : 155 |
Release | : 1983 |
Genre | : |
ISBN | : |
Download Mathematical Programming with Data Perturbations II Book in PDF, ePub and Kindle
Author | : Fiacco |
Publisher | : CRC Press |
Total Pages | : |
Release | : 2017-07-07 |
Genre | : |
ISBN | : 9781138404014 |
Download Mathematical Programming with Data Perturbations II, Second Edition Book in PDF, ePub and Kindle
Author | : Anthony V. Fiacco |
Publisher | : |
Total Pages | : 262 |
Release | : 1982 |
Genre | : Mathematics |
ISBN | : |
Download Mathematical Programming with Data Perturbations I Book in PDF, ePub and Kindle
Basic results; Applications and interfaces.
Author | : Fiacco |
Publisher | : Academic Press |
Total Pages | : 364 |
Release | : 1983-11-02 |
Genre | : Computers |
ISBN | : 0080956718 |
Download Introduction to Sensitivity and Stability Analysis in Nonlinear Programming Book in PDF, ePub and Kindle
Introduction to Sensitivity and Stability Analysis in Nonlinear Programming
Author | : J.Frederic Bonnans |
Publisher | : Springer Science & Business Media |
Total Pages | : 618 |
Release | : 2013-11-22 |
Genre | : Mathematics |
ISBN | : 1461213940 |
Download Perturbation Analysis of Optimization Problems Book in PDF, ePub and Kindle
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.
Author | : Kiyotaka Shimizu |
Publisher | : Springer Science & Business Media |
Total Pages | : 482 |
Release | : 2012-12-06 |
Genre | : Business & Economics |
ISBN | : 1461563054 |
Download Nondifferentiable and Two-Level Mathematical Programming Book in PDF, ePub and Kindle
The analysis and design of engineering and industrial systems has come to rely heavily on the use of optimization techniques. The theory developed over the last 40 years, coupled with an increasing number of powerful computational procedures, has made it possible to routinely solve problems arising in such diverse fields as aircraft design, material flow, curve fitting, capital expansion, and oil refining just to name a few. Mathematical programming plays a central role in each of these areas and can be considered the primary tool for systems optimization. Limits have been placed on the types of problems that can be solved, though, by the difficulty of handling functions that are not everywhere differentiable. To deal with real applications, it is often necessary to be able to optimize functions that while continuous are not differentiable in the classical sense. As the title of the book indicates, our chief concern is with (i) nondifferentiable mathematical programs, and (ii) two-level optimization problems. In the first half of the book, we study basic theory for general smooth and nonsmooth functions of many variables. After providing some background, we extend traditional (differentiable) nonlinear programming to the nondifferentiable case. The term used for the resultant problem is nondifferentiable mathematical programming. The major focus is on the derivation of optimality conditions for general nondifferentiable nonlinear programs. We introduce the concept of the generalized gradient and derive Kuhn-Tucker-type optimality conditions for the corresponding formulations.
Author | : Konstantin E. Avrachenkov |
Publisher | : SIAM |
Total Pages | : 384 |
Release | : 2013-12-11 |
Genre | : Mathematics |
ISBN | : 1611973139 |
Download Analytic Perturbation Theory and Its Applications Book in PDF, ePub and Kindle
Mathematical models are often used to describe complex phenomena such as climate change dynamics, stock market fluctuations, and the Internet. These models typically depend on estimated values of key parameters that determine system behavior. Hence it is important to know what happens when these values are changed. The study of single-parameter deviations provides a natural starting point for this analysis in many special settings in the sciences, engineering, and economics. The difference between the actual and nominal values of the perturbation parameter is small but unknown, and it is important to understand the asymptotic behavior of the system as the perturbation tends to zero. This is particularly true in applications with an apparent discontinuity in the limiting behavior?the so-called singularly perturbed problems. Analytic Perturbation Theory and Its Applications includes a comprehensive treatment of analytic perturbations of matrices, linear operators, and polynomial systems, particularly the singular perturbation of inverses and generalized inverses. It also offers original applications in Markov chains, Markov decision processes, optimization, and applications to Google PageRank? and the Hamiltonian cycle problem as well as input retrieval in linear control systems and a problem section in every chapter to aid in course preparation.