Lectures on Variational Analysis (eBook)

Asen L. Dontchev (Autor)

eBook Download: PDF

2022 | 1st ed. 2021
XII, 219 Seiten
Springer International Publishing (Verlag)
978-3-030-79911-3 (ISBN)

Infos

This book presents an introduction to variational analysis, a field which unifies theories and techniques developed in calculus of variations, optimization, and control, and covers convex analysis, nonsmooth analysis, and set-valued analysis. It focuses on problems with constraints, the analysis of which involves set-valued mappings and functions that are not differentiable. Applications of variational analysis are interdisciplinary, ranging from financial planning to steering a flying object. The book is addressed to graduate students, researchers, and practitioners in mathematical sciences, engineering, economics, and finance. A typical reader of the book should be familiar with multivariable calculus and linear algebra. Some basic knowledge in optimization, control, and elementary functional analysis is desirable, but all necessary background material is included in the book.

Produkt-Details

• Erscheint lt. Verlag: 4.2.2022
• Reihe/Serie: Applied Mathematical Sciences
• Reihe/Serie: Applied Mathematical Sciences
• Zusatzinfo: XII, 219 p. 15 illus.
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Schlagworte: Constrained optimization • lipschitz stability • Mathematical Programming • metric regularity • non smooth analysis • optimal control • Sensitivity • set-valued analysis • strong regularity
• ISBN-10: 3-030-79911-5 / 3030799115
• ISBN-13: 978-3-030-79911-3 / 9783030799113