Optimization

A Theory of Necessary Conditions

Szerző: Lucien W. Neustadt

Nyelv:

Kötés: Puha kötésű

Kiadó: Princeton University Press

Elérhetőség: Beszállítói készleten

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This book presents a comprehensive treatment of necessary conditions for general optimization proble...

Információk a könyvről

Szerző

Lucien W. Neustadt

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2015

oldal

440

EAN

9780691616834

ISBN

9780691616834

Enbook ID

03014570

Kiadó

Princeton University Press

Súly

595

Méretek

152 x 235 x 23

Teljes leírás

This book presents a comprehensive treatment of necessary conditions for general optimization problems. The presentation is carried out in the context of a general theory for extremal problems in a topological vector space setting. Following a brief summary of the required background, generalized Lagrange multiplier rules are derived for optimization problems with equality and generalized "inequality" constraints. The treatment stresses the importance of the choice of the underlying set over which the optimization is to be performed, the delicate balance between differentiability-continuity requirements on the constraint functionals, and the manner in which the underlying set is approximated by a convex set. The generalized multiplier rules are used to derive abstract maximum principles for classes of optimization problems defined in terms of operator equations in a Banach space. It is shown that special cases include the usual maximum principles for general optimal control problems described in terms of diverse systems such as ordinary differential equations, functional differential equations, Volterra integral equations, and difference equations. Careful distinction is made throughout the analysis between "local" and "global" maximum principles. Originally published in 1977. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These paperback editions preserve the original texts of these important books while presenting them in durable paperback editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

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Optimization

A Theory of Necessary Conditions

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Teljes leírás

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Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták