Mathematical Programming with Data Perturbations

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  • Mathematical Programming with Data Perturbations Book Detail

  • Author : Anthony V. Fiacco
  • Release Date : 2020-09-24
  • Publisher : CRC Press
  • Genre : Mathematics
  • Pages : 460
  • ISBN 13 : 1000153665
  • File Size : 89,89 MB

Mathematical Programming with Data Perturbations by Anthony V. Fiacco PDF Summary

Book Description: 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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Analyzes the 'central' or 'dual' trajectory used by modern path following and primal/dual methods for convex / general linear programming.