Mathematical Programming with Data Perturbations

1st Edition

Anthony V. Fiacco

CRC Press
Published September 19, 1997
Reference - 464 Pages
ISBN 9780824700591 - CAT# DK1390
Series: Lecture Notes in Pure and Applied Mathematics

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Summary

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.

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