Post-optimal analysis in linear semi-infinite optimization

✍ Scribed by López, Marco A.;Goberna, Miguel A

• Publisher: Springer
• Year: 2014
• Tongue: English
• Leaves: 128
• Series: SpringerBriefs in optimization
• Category: Library

✦ Synopsis

1. Preliminaries on linear semi-infinite optimization -- 2. Modeling uncertain linear semi-infinite optimization problems -- 3. Robust linear semi-infinite optimization -- 4. Sensitivity analysis -- 5. Qualitative stability analysis -- 6. Quantitative stability analysis.;Post-Optimal Analysis in Linear Semi-Infinite Optimization examines the following topics in regards to linear semi-infinite optimization: modeling uncertainty, qualitative stability analysis, quantitative stability analysis and sensitivity analysis. Linear semi-infinite optimization (LSIO) deals with linear optimization problems where the dimension of the decision space or the number of constraints is infinite. The authors compare the post-optimal analysis with alternative approaches to uncertain LSIO problems and provide readers with criteria to choose the best way to model a given uncertain LSIO problem depending on the nature and quality of the data along with the available software. This work also contains open problems which readers will find intriguing a challenging. Post-Optimal Analysis in Linear Semi-Infinite Optimization is aimed toward researchers, graduate and post-graduate students of mathematics interested in optimization, parametric optimization and related topics.

✦ Table of Contents

1. Preliminaries on linear semi-infinite optimization --
   2. Modeling uncertain linear semi-infinite optimization problems --
   3. Robust linear semi-infinite optimization --
   4. Sensitivity analysis --
   5. Qualitative stability analysis --
   6. Quantitative stability analysis.

✦ Subjects

Mathematical optimization;Duality theory (Mathematics)