Perturbation Theory In Mathematical Programming And Its Applications

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Perturbation Theory In Mathematical Programming And Its Applications
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Author : Evgenij S. Levitin
language : en
Publisher:
Release Date : 1994-09-06
Perturbation Theory In Mathematical Programming And Its Applications written by Evgenij S. Levitin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-09-06 with Mathematics categories.
Presents the author's research of local parametric optimization in the finite-dimensional case. This book provides 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.
Mathematical Programming With Data Perturbations
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Author : Anthony V. Fiacco
language : en
Publisher: CRC Press
Release Date : 2020-09-23
Mathematical Programming With Data Perturbations written by Anthony V. Fiacco and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-09-23 with Mathematics categories.
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.
Analytic Perturbation Theory And Its Applications
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Author : Konstantin E. Avrachenkov
language : en
Publisher: SIAM
Release Date : 2013-12-11
Analytic Perturbation Theory And Its Applications written by Konstantin E. Avrachenkov and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-11 with Mathematics categories.
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.
Analytic Perturbation Theory And Its Applications
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Author : Konstantin E. Avrachenkov
language : en
Publisher: SIAM
Release Date : 2013-12-11
Analytic Perturbation Theory And Its Applications written by Konstantin E. Avrachenkov and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-11 with Mathematics categories.
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.
Perturbation Analysis Of Optimization Problems
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Author : J.Frederic Bonnans
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-22
Perturbation Analysis Of Optimization Problems written by J.Frederic Bonnans and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-22 with Mathematics categories.
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.
Mathematical Programming And Game Theory For Decision Making
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Author : S. K. Neogy
language : en
Publisher: World Scientific
Release Date : 2008
Mathematical Programming And Game Theory For Decision Making written by S. K. Neogy and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Mathematics categories.
This edited book presents recent developments and state-of-the-art review in various areas of mathematical programming and game theory. It is a peer-reviewed research monograph under the ISI Platinum Jubilee Series on Statistical Science and Interdisciplinary Research. This volume provides a panoramic view of theory and the applications of the methods of mathematical programming to problems in statistics, finance, games and electrical networks. It also provides an important as well as timely overview of research trends and focuses on the exciting areas like support vector machines, bilevel programming, interior point method for convex quadratic programming, cooperative games, non-cooperative games and stochastic games. Researchers, professionals and advanced graduates will find the book an essential resource for current work in mathematical programming, game theory and their applications.
Introduction To The Theory Of Nonlinear Optimization
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Author : Johannes Jahn
language : en
Publisher: Springer Nature
Release Date : 2020-07-02
Introduction To The Theory Of Nonlinear Optimization written by Johannes Jahn and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-02 with Business & Economics categories.
This book serves as an introductory text to optimization theory in normed spaces and covers all areas of nonlinear optimization. It presents fundamentals with particular emphasis on the application to problems in the calculus of variations, approximation and optimal control theory. The reader is expected to have a basic knowledge of linear functional analysis.
Mathematical Programming With Data Perturbations Ii Second Edition
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Author : Fiacco
language : en
Publisher: CRC Press
Release Date : 2020-09-23
Mathematical Programming With Data Perturbations Ii Second Edition written by Fiacco and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-09-23 with Mathematics categories.
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.
Multivalued Analysis And Nonlinear Programming Problems With Perturbations
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Author : B. Luderer
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Multivalued Analysis And Nonlinear Programming Problems With Perturbations written by B. Luderer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
The book presents a treatment of topological and differential properties of multivalued mappings and marginal functions. In addition, applications to sensitivity analysis of nonlinear programming problems under perturbations are studied. Properties of marginal functions associated with optimization problems are analyzed under quite general constraints defined by means of multivalued mappings. A unified approach to directional differentiability of functions and multifunctions forms the base of the volume. Nonlinear programming problems involving quasidifferentiable functions are considered as well. A significant part of the results are based on theories and concepts of two former Soviet Union researchers, Demyanov and Rubinov, and have never been published in English before. It contains all the necessary information from multivalued analysis and does not require special knowledge, but assumes basic knowledge of calculus at an undergraduate level.
Perturbation Techniques In Mathematics Engineering And Physics
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Author : Richard Ernest Bellman
language : en
Publisher: Courier Corporation
Release Date : 2003-01-01
Perturbation Techniques In Mathematics Engineering And Physics written by Richard Ernest Bellman and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-01-01 with Science categories.
Graduate students receive a stimulating introduction to analytical approximation techniques for solving differential equations in this text, which introduces scientifically significant problems and indicates useful solutions. 1966 edition.