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Mathematical Programming with Data Perturbations

Author : Anthony V. Fiacco
Publisher : CRC Press
Page : 460 pages
File Size : 46,92 MB
Release : 2020-09-24
Category : Mathematics
ISBN : 1000153665

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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.

Mathematical Programming with Data Perturbations

Author : Anthony V. Fiacco
Publisher : CRC Press
Page : 456 pages
File Size : 35,87 MB
Release : 2020-09-23
Category : Mathematics
ISBN : 1000117111

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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.

Mathematical Programming with Data Perturbations II, Second Edition

Author : Fiacco
Publisher : CRC Press
Page : 174 pages
File Size : 20,38 MB
Release : 2020-09-24
Category : Mathematics
ISBN : 1000153436

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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.