Skip to main content
SpringerLink
Log in
Book cover

Perturbation Analysis of Optimization Problems

  • Book
  • © 2000

Overview

Authors:
  1. J. Frédéric Bonnans

    1. INRIA-Rocquencourt, Domaine de Voluceau, Le Chesnay Cedex, France

    View author publications

    You can also search for this author in PubMed   Google Scholar

  2. Alexander Shapiro

    1. School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, USA

    View author publications

    You can also search for this author in PubMed   Google Scholar

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 189.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 249.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 249.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (7 chapters)

  1. Front Matter

    Pages i-xviii
    Download chapter PDF

  2. Introduction

    • J. Frédéric Bonnans, Alexander Shapiro
    Pages 1-7

  3. Background Material

    • J. Frédéric Bonnans, Alexander Shapiro
    Pages 8-145

  4. Optimality Conditions

    • J. Frédéric Bonnans, Alexander Shapiro
    Pages 146-259

  5. Stability and Sensitivity Analysis

    • J. Frédéric Bonnans, Alexander Shapiro
    Pages 260-400

  6. Additional Material and Applications

    • J. Frédéric Bonnans, Alexander Shapiro
    Pages 401-526

  7. Optimal Control

    • J. Frédéric Bonnans, Alexander Shapiro
    Pages 527-569

  8. Bibliographical Notes

    • J. Frédéric Bonnans, Alexander Shapiro
    Pages 570-582

  9. Back Matter

    Pages 583-601
    Download chapter PDF
Back to top

Keywords

About this book

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.

Authors and Affiliations

  • INRIA-Rocquencourt, Domaine de Voluceau, Le Chesnay Cedex, France

    J. Frédéric Bonnans

  • School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, USA

    Alexander Shapiro

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation