Perturbation analysis of optimization problems

Perturbation analysis of optimization problems

by J.Frederic Bonnans, Alexander Shapiro

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"This timely book in the area of optimization focuses on the questions of how solutions of optimization problems behave. Under perturbations and on related, first- and especially second-order optimality conditions. The authors have put together many results that are not easily accessible in the current literature, organizing the material in a consistent manner so that a broad theory emerges. A considerable body of supporting material, such as elements of convex analysis, duality theory, etc., and applications to nonlinear semi-definite and semi-infinite programming, is presented and may have an independent interest. Many elements are new and not available elsewhere." "In particular, the emphasis is on infinite dimensions as well as finite-dimensional problems.". "Research professionals, including graduate students at an advanced level in the fields of optimization, nonlinear programming, and optimal control, and also more general users of optimization will find this text useful."--BOOK JACKET.

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