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ISBN 13: 9781138404014
Author: Anthony V Fiacco
This book presents theoretical results, including an extension of constant rank and implicit function theorems, continuity and stability bounds results for infinite dimensional problems, and the interrelationship between optimal value conditions and shadow prices for stable and unstable programs.
1. Theorem of Constant Rank for Lipschitzian Maps
2. Lipschitzian Perturbations of Infinite Optimization Problems
3. On the Continuity of the Optimum Set in Parametric Semiinfinite Programming
4. Optimality Conditions and Shadow Prices
5. Optimal Value Continuity and Differential Stability Bounds under the Mangasarian-Fromovitz Constraint Qualification
6. Iteration and Sensitivity for a Nonlinear Spatial Equilibrium Problem
7. A Sensitivity Analysis Approach to Iteration Skipping in the Harmonic Mean Algorithm
8. Least Squares Optimization with Implicit Model Equations
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Tags: Anthony V Fiacco, programming, Mathematical
