Perturbation theory in mathematical programming and its applications
By: Evgenij S. Levitin.
Series: Wiley-Interscience series in discrete mathematics and optimization
Publisher: Wiley & Sons; Wiley
Published: 1994
Place of publication: Chichester; New York
Language: eng
Number of pages: 383
Subjects: Programming (Mathematics); Perturbation (Mathematics)
Description: Perturbation Theory in Mathematical Programming and its Applications represents the sum of the author's many years of research of local parametric optimization in the finite-dimensional case. This book is the first to present a clear and complete formulation of the main perturbation theory problems for finite-dimensional optimization, as well as new mathematical methods to analyze these problems.

Using a unified approach, the author has developed a general perturbation theory for finite-dimensional extremum problems. Within the framework of this theory, methods for studying perturbed problems in zero-, first- and second-order approximations have been developed.
Notes: Includes bibliographical references (p. [367]-379) and index.