Description: Optimization : A Theory of Necessary Conditions, Paperback by Neustadt, Lucien W., ISBN 0691616833, ISBN-13 9780691616834, Brand New, Free shipping in the US
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.
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Book Title: Optimization : A Theory of Necessary Conditions
Number of Pages: 440 Pages
Publication Name: Optimization : a Theory of Necessary Conditions
Language: English
Publisher: Princeton University Press
Item Height: 1.1 in
Publication Year: 2015
Subject: General, Optimization
Item Weight: 21 Oz
Type: Textbook
Subject Area: Mathematics, Technology & Engineering
Item Length: 9.2 in
Author: Lucien W. Neustadt
Item Width: 6.2 in
Series: Princeton Legacy Library
Format: Trade Paperback
