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Multivalued Analysis and Nonlinear Programming Problems with Perturbations (Hardcover, 2003 ed.)
Loot Price: R2,915
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Multivalued Analysis and Nonlinear Programming Problems with Perturbations (Hardcover, 2003 ed.)
Series: Nonconvex Optimization and Its Applications, 66
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This book is concerned with topological and differential properties
of multivalued mappings and marginal functions. Beside this
applica- tions to the sensitivity analysis of optimization
problems, in particular nonlinear programming problems with
perturbations, are studied. The elaborated methods are primarily
obtained by theories and concepts of two former Soviet Union
researchers, Demyanov and Rubinov. Con- sequently, a significant
part of the presented results have never been published in English
before. Based on the use of directional derivatives as a key tool
in studying nonsmooth functions and multifunctions, these results
can be considered as a further development of quasidifferential
calculus created by Demyanov and Rubinov. In contrast to other
research in this field, especially the recent publica- tion by
Bonnans and Shapiro, this book analyses properties of marginal
functions associated with optimization problems under quite general
con- straints defined by means of multivalued mappings. A unified
approach to directional differentiability of functions and
multifunctions forms the base of the volume.
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