Suggested Research Topics in Sensitivity and Stability Analysis for Semi-Infinite Programming Problems

Suggested Research Topics in Sensitivity and Stability Analysis for Semi-Infinite Programming Problems
Title Suggested Research Topics in Sensitivity and Stability Analysis for Semi-Infinite Programming Problems PDF eBook
Author Anthony V. Fiacco
Publisher
Pages 34
Release 1990
Genre Nonlinear programming
ISBN

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We suggest several important research topics for semi-infinite programs whose problem functions and index sets contain parameters that are subject to perturbation. These include optimal value and optimal solution sensitivity and stability properties and penalty function approximation techniques. The approaches proposed are a natural carryover from parametric nonlinear programming, with emphasis on practical applicability and computability. Keywords: Semi-infinite programming, Perturbation analysis, Sensitivity analysis, Stability, Parametric non-linear programming, Penalty functions, Mathematical equations. (cp).

Scientific and Technical Aerospace Reports

Scientific and Technical Aerospace Reports
Title Scientific and Technical Aerospace Reports PDF eBook
Author
Publisher
Pages 486
Release 1991
Genre Aeronautics
ISBN

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Modern Methods of Optimization

Modern Methods of Optimization
Title Modern Methods of Optimization PDF eBook
Author Werner Krabs
Publisher Springer Science & Business Media
Pages 358
Release 2013-03-14
Genre Business & Economics
ISBN 3662028514

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This volume contains the proceedings of the summer school "Modern Methods of Optimization", held at the Schlof3 Thurnau of the University of Bayreuth, October 1-6, 1990. Like other branches of applied mathematics the area of optimization is undergoing a rapid development since the beginning of the computer age. Optimizaiton methods are of increasing importance for both, science and industry. The aim of the summer school was to present state-of-the-art knowledge by inviting 12 specialists from Op timization (and related fields) to present their areas of activity in the form of survey talks. This volume contains 10 of these presentations in slightly extended form. Most lectures started from an undergraduate level and outlinad the developments up to the latest scientifique achievements. This enabled the audience, consisting of about 45 students and young researchers, to get an excellent overview of the latest trends in Optimization as w~ll as a grasp of the breadth of its potential applications. Equally important to the success of the summer school was the "nonmeasurable" part of the activities inherent in such a summer school. Here the inspiring atmosphere of a place like Thurnau helped to establish numerous contacts between "teachers" and "students". The summer school was organized by the Universitii. t Bayreuth together with the Technische Hochschule Darmstadt and was generously sponsored by the Volkswagen stiftung and the Universitii. tsverein Bayreuth. Their interest in the meeting and their support is hereby gratefully acknowledged.

Optimization with Data Perturbations II

Optimization with Data Perturbations II
Title Optimization with Data Perturbations II PDF eBook
Author Doug E. Ward
Publisher
Pages 472
Release 2001
Genre Mathematical optimization
ISBN

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Basic Results in the Development of Sensitivity and Stability Analysis in Constrained Mathematical Programming

Basic Results in the Development of Sensitivity and Stability Analysis in Constrained Mathematical Programming
Title Basic Results in the Development of Sensitivity and Stability Analysis in Constrained Mathematical Programming PDF eBook
Author Anthony V. Fiacco
Publisher
Pages 51
Release 1979
Genre Mathematical optimization
ISBN

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For large classes of mathematical programming problems, a detailed technical survey is given of key developments in sensitivity and stability analysis results, i.e., results characterizing the relationship between the optimal value function or a solution set and problem perturbations. The emphasis is on finite dimensional nonlinear problems with deterministic parametric perturbations. Precise assumptions and conclusions of key results are given in the more than 30 theorems that are stated. Some effort has been made to unify the notation and terminology and to place the results in perspective. Directions of future research and applications are indicated. Finally, an extensive bibliography is included. The paper is motivated by a desire to unify into one body of theory the many penetrating results that are now known in this crucially important area. (Author).

Topics in Numerical Analysis

Topics in Numerical Analysis
Title Topics in Numerical Analysis PDF eBook
Author G. Alefeld
Publisher Springer Science & Business Media
Pages 276
Release 2001-09-11
Genre Computers
ISBN

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This collection of papers on numerical analysis with special emphasis on nonlinear problems covers a broad spectrum of fields. Several papers are involved in applying numerical methods for proving the existence of solutions of nonlinear problems, e.g. of boundary problems or of obstacle problems. Naturally the solution of linear and nonlinear problems by iterative methods is the subject of a couple of papers. Here topics like the fast verification of solutions of monotone matrix equations, the convergence of linear asynchronous iteration with spectral radius of modulus one or aggregation and disaggregation methods for p-cyclic Markov chains are treated. On the other hand papers involved in optimization problems can be found. Nearly all fields of modern numerical analysis are touched by at least one paper.

Perturbation Analysis of Optimization Problems

Perturbation Analysis of Optimization Problems
Title Perturbation Analysis of Optimization Problems PDF eBook
Author J.Frederic Bonnans
Publisher Springer Science & Business Media
Pages 618
Release 2013-11-22
Genre Mathematics
ISBN 1461213940

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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.