Perturbation Analysis of Optimization Problems
| Author | : J.Frederic Bonnans |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 618 |
| Release | : 2013-11-22 |
| ISBN-10 | : 9781461213949 |
| ISBN-13 | : 1461213940 |
| Rating | : 4/5 (940 Downloads) |
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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