Perturbation theory in mathematical programming and its applications

Perturbation theory in mathematical programming and its applications

by Evgenij S. Levitin

Part of Wiley-Interscience series in discrete mathematics and optimization

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Perturbation Theory in Mathematical Programming and its Applications represents the sum of the author's many years of research of local parametric optimization in the finite-dimensional case. This book is the first to present 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.

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