Optimization

A Theory of Necessary Conditions

Lucien W. Neustadt (Autor)

Buch | Hardcover

440 Seiten

2016
Princeton University Press (Verlag)
978-0-691-64404-2 (ISBN)

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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 editions preserve the original texts of these important books while presenting them in durable paperback and hardcover 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.

*Frontmatter, pg. i*CONTENTS, pg. vii*PREFACE, pg. ix*SUMMARY OF NOTATION, pg. xiii*CHAPTER I. Mathematical Preliminaries, pg. 1*CHAPTER II. A Basic Optimization Problem in Simplified Form, pg. 63*CHAPTER III. A General Multiplier Rule, pg. 96*CHAPTER IV. Optimization with Operator Equation Restrictions, pg. 144*CHAPTER V. Optimal Control Problems with Ordinary Differential Equation Constraints, pg. 212*CHAPTER VI. Optimal Control Problems with Parameters and Related Problems, pg. 263*CHAPTER VII. Miscellaneous Optimal Control Problems, pg. 315*APPENDIX. Volterra-Type Operators, pg. 361*NOTES AND HISTORICAL COMMENTS, pg. 384*REFERENCES, pg. 413*SUBJECT INDEX, pg. 422

Erscheinungsdatum	27.05.2016
Reihe/Serie	Princeton Legacy Library
Verlagsort	New Jersey
Sprache	englisch
Maße	152 x 235 mm
Gewicht	765 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Analysis
	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik
ISBN-10	0-691-64404-7 / 0691644047
ISBN-13	978-0-691-64404-2 / 9780691644042
Zustand	Neuware