Perturbation Analysis of Optimization Problems
Publisher: Springer New York
Published: 2013
Language: eng
Number of pages: 601
ISBN-13: 9781461271291
Subjects: Perturbation (mathematics)
Description: This book presents general results for discussing local optimality and computation of the expansion of value function and approximate solution of optimization problems. These results may be applied to various fields, from physics to economics, as various examples in the book show. Therefore, the book is an opportunity for popularizing these techniques among researchers involved in other sciences. Consequently the readership should be not only researchers in the field of optimization, nonlinear programming and optimal control, but also users of optimization in a wide sense, in mechanics (elasticity and plasticity theory), physics, statistics, finance and economics. The book will be useful to research professionals, including graduate students at an advanced level.