Perturbation Theory In Mathematical Programming And Its Applications
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Author | : Evgenij S. Levitin |
Publisher | : |
Total Pages | : 416 |
Release | : 1994-09-06 |
Genre | : Mathematics |
ISBN | : |
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.
Author | : Konstantin E. Avrachenkov |
Publisher | : SIAM |
Total Pages | : 384 |
Release | : 2013-12-11 |
Genre | : Mathematics |
ISBN | : 1611973147 |
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.
Author | : Anthony V. Fiacco |
Publisher | : CRC Press |
Total Pages | : 456 |
Release | : 2020-09-23 |
Genre | : Mathematics |
ISBN | : 1000117111 |
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.
Author | : R.S. Johnson |
Publisher | : Springer Science & Business Media |
Total Pages | : 305 |
Release | : 2005-12-28 |
Genre | : Technology & Engineering |
ISBN | : 0387232176 |
The importance of mathematics in the study of problems arising from the real world, and the increasing success with which it has been used to model situations ranging from the purely deterministic to the stochastic, is well established. The purpose of the set of volumes to which the present one belongs is to make available authoritative, up to date, and self-contained accounts of some of the most important and useful of these analytical approaches and techniques. Each volume provides a detailed introduction to a specific subject area of current importance that is summarized below, and then goes beyond this by reviewing recent contributions, and so serving as a valuable reference source. The progress in applicable mathematics has been brought about by the extension and development of many important analytical approaches and techniques, in areas both old and new, frequently aided by the use of computers without which the solution of realistic problems would otherwise have been impossible.
Author | : Anthony V. Fiacco |
Publisher | : CRC Press |
Total Pages | : 460 |
Release | : 1997-09-19 |
Genre | : Mathematics |
ISBN | : 9780824700591 |
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.
Author | : Van Hien Nguyen |
Publisher | : Springer Science & Business Media |
Total Pages | : 516 |
Release | : 2000-03-06 |
Genre | : Business & Economics |
ISBN | : 9783540669050 |
The 9th Belgian-French-German Conference on Optimization has been held in Namur (Belgium) on September 7-11, 1998. This volume is a collection of papers presented at this Conference. Originally, this Conference was a French-German Conference but this year, in accordance with the organizers' wishes, a third country, Belgium, has joined the founding members of the Conference. Hence the name: Belgian French-German Conference on Optimization. Since the very beginning, the purpose of these Conferences has been to bring together researchers working in the area of Optimization and partic ularly to encourage young researchers to present their work. Most of the participants come from the organizing countries. However the general ten dancy is to invite outside researchers to attend the meeting. So this year, among the 101 participants at this Conference, twenty researchers came from other countries. The general theme of the Conference is everything that concerns the area of Optimization without specification of particular topics. So theoretical as pects of Optimization, in addition to applications and algorithms of Opti mization, will be developed. However, and this point was very important for the organizers, the Conference must retain its convivial character. No more than two parallel sessions are organized. This would allow useful contacts between researchers to be promoted. The editors express their sincere thanks to all those who took part in this Conference. Their invaluable discussions have made this volume possible.
Author | : Richard Ernest Bellman |
Publisher | : Courier Corporation |
Total Pages | : 146 |
Release | : 2003-01-01 |
Genre | : Science |
ISBN | : 9780486432588 |
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.
Author | : J.Frederic Bonnans |
Publisher | : Springer Science & Business Media |
Total Pages | : 618 |
Release | : 2013-11-22 |
Genre | : Mathematics |
ISBN | : 1461213940 |
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.
Author | : Fiacco |
Publisher | : CRC Press |
Total Pages | : 174 |
Release | : 2020-09-24 |
Genre | : Mathematics |
ISBN | : 1000153436 |
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.
Author | : Lindsay A. Skinner |
Publisher | : Springer Science & Business Media |
Total Pages | : 95 |
Release | : 2011-05-11 |
Genre | : Mathematics |
ISBN | : 1441999582 |
This book is a rigorous presentation of the method of matched asymptotic expansions, the primary tool for attacking singular perturbation problems. A knowledge of conventional asymptotic analysis is assumed. The first chapter introduces the theory and is followed by four chapters of applications to ordinary differential equation problems of increasing complexity. Exercises are included as well as several Maple programs for computing the terms of the various asymptotic expansions that arise in solving the problems.