Perturbation Analysis of Optimization Problems

Perturbation Analysis of Optimization Problems
Author :
Publisher : Springer Science & Business Media
Total Pages : 618
Release :
ISBN-10 : 9781461213949
ISBN-13 : 1461213940
Rating : 4/5 (940 Downloads)

Book Synopsis Perturbation Analysis of Optimization Problems by : J.Frederic Bonnans

Download or read book Perturbation Analysis of Optimization Problems written by J.Frederic Bonnans and published by Springer Science & Business Media. This book was released on 2013-11-22 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt: A presentation of general results for discussing local optimality and computation of the expansion of value function and approximate solution of optimization problems, followed by their application to various fields, from physics to economics. The book is thus an opportunity for popularizing these techniques among researchers involved in other sciences, including users of optimization in a wide sense, in mechanics, physics, statistics, finance and economics. Of use to research professionals, including graduate students at an advanced level.


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