Perturbation Analysis of Optimization Problems

Perturbation Analysis of Optimization Problems - Springer Series in Operations Research and Financial Engineering

Softcover reprint of the original 1st Edition 2000

Paperback (15 Nov 2013)

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Publisher's Synopsis

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.

Book information

ISBN: 9781461271291
Publisher: Springer New York
Imprint: Springer
Pub date:
Edition: Softcover reprint of the original 1st Edition 2000
Language: English
Number of pages: 601
Weight: 943g
Height: 235mm
Width: 155mm
Spine width: 32mm