Mathematical Programming with Data Perturbations

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Anthony V. Fiacco
CRC Press, Sep 19, 1997 - Mathematics - 464 pages
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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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Contents

Discretization and MeshIndependence of Newtons Method for Generalized
1
Extended Quadratic Tangent Optimization Prohlems
31
On Generalized Differentiahility of Optimal Solutions in Nonlinear Parametric
47
Dempe
61
Contributors
65
On Second Order Sufficient Conditions for Structured Nonlinear Programs
83
Algorithmic Stahility Analysis for Certain Trust Region Methods
109
A Note on Using Linear Knowledge to Solve Efficiently Linear Programs
133
Convergence of Approximations to Nonlinear Optimal Control Prohlems
253
Rydhei Nozawa Department of Mathematics School of Medicine Sapporo Medical
285
A PerturhationBased Duality Classification for MaxFlow MinCut Prohlems
286
Central and Peripheral Results in the Study of Marginal and performance
305
JeanPaul Penot Lahoratoire de Mathematiques Appliquees URA Pau France
306
A Tutorial
339
E Schochetman Department of Mathematical Sciences Oakland University
363
Solution Existence for Infinite Quadratic Programming
365

Sharon Filipowski The Boeing Company Seattle Washington
158
On the Role of the MangasarianFromovitz Constraint Qualification
159
Hoffmans Error Bound for Systems of Convex Inequalities
185
Lipschitzian and pseudoLipschitzian Inverse Functions and Applications
201
On WellPosedness and Stahility Analysis in Optimization
223
Sensitivity Analysis of Nonlinear Programming Prohlems via Minimax Functions
387
Sufficient Conditions for Weak Sharp Minima of Order Two and Directional
419
Index
437
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