Mathematical Programming with Data Perturbations II, Second Edition

Mathematical Programming with Data Perturbations II, Second Edition

Author: Fiacco

Publisher: CRC Press

Published: 2020-09-24

Total Pages: 174

ISBN-13: 1000153436

DOWNLOAD EBOOK

This book presents theoretical results, including an extension of constant rank and implicit function theorems, continuity and stability bounds results for infinite dimensional problems, and the interrelationship between optimal value conditions and shadow prices for stable and unstable programs.


Perturbation Analysis of Optimization Problems

Perturbation Analysis of Optimization Problems

Author: J.Frederic Bonnans

Publisher: Springer Science & Business Media

Published: 2000-05-11

Total Pages: 626

ISBN-13: 9780387987057

DOWNLOAD EBOOK

A presentation of general results for discussing local optimality and computation of the expansion of value function and approximate solution of optimization problems, followed by their application to various fields, from physics to economics. The book is thus an opportunity for popularizing these techniques among researchers involved in other sciences, including users of optimization in a wide sense, in mechanics, physics, statistics, finance and economics. Of use to research professionals, including graduate students at an advanced level.


Mathematical Programming with Data Perturbations

Mathematical Programming with Data Perturbations

Author: Anthony V. Fiacco

Publisher: CRC Press

Published: 1997-09-19

Total Pages: 460

ISBN-13: 9780824700591

DOWNLOAD EBOOK

Presents research contributions and tutorial expositions on current methodologies for sensitivity, stability and approximation analyses of mathematical programming and related problem structures involving parameters. The text features up-to-date findings on important topics, covering such areas as the effect of perturbations on the performance of algorithms, approximation techniques for optimal control problems, and global error bounds for convex inequalities.


Mathematical Programming with Data Perturbations II, Second Edition

Mathematical Programming with Data Perturbations II, Second Edition

Author: Fiacco

Publisher: CRC Press

Published: 1983-01-24

Total Pages: 174

ISBN-13: 9780824717896

DOWNLOAD EBOOK

Theorem of constant rank to lipschitzian maps; Lipschitzian perturbations of infinite optimization problems; On the continuity of the optimum set in parametric semiinfinite programming; Optimality conditions and shadow prices; Optimal value continuity and differential stability bounds under the mangasarian-fromovitz constraint qualification; Iteration and sensitivity for a nonlinear spatial equilibrium problem; A sensitivity analysis approach to iteration skipping in the harmonic mean algorithm; Least squares optimization with implicit model equations.


Mathematical Programming with Data Perturbations

Mathematical Programming with Data Perturbations

Author: Anthony V. Fiacco

Publisher: CRC Press

Published: 2020-09-24

Total Pages: 460

ISBN-13: 1000153665

DOWNLOAD EBOOK

Presents research contributions and tutorial expositions on current methodologies for sensitivity, stability and approximation analyses of mathematical programming and related problem structures involving parameters. The text features up-to-date findings on important topics, covering such areas as the effect of perturbations on the performance of algorithms, approximation techniques for optimal control problems, and global error bounds for convex inequalities.


Stochastic Recursive Algorithms for Optimization

Stochastic Recursive Algorithms for Optimization

Author: S. Bhatnagar

Publisher: Springer

Published: 2012-08-11

Total Pages: 310

ISBN-13: 1447142853

DOWNLOAD EBOOK

Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient perturbation approaches form a thread unifying all the algorithms considered. Simultaneous perturbation stochastic approximation and smooth fractional estimators for gradient- and Hessian-based methods are presented. These algorithms: • are easily implemented; • do not require an explicit system model; and • work with real or simulated data. Chapters on their application in service systems, vehicular traffic control and communications networks illustrate this point. The book is self-contained with necessary mathematical results placed in an appendix. The text provides easy-to-use, off-the-shelf algorithms that are given detailed mathematical treatment so the material presented will be of significant interest to practitioners, academic researchers and graduate students alike. The breadth of applications makes the book appropriate for reader from similarly diverse backgrounds: workers in relevant areas of computer science, control engineering, management science, applied mathematics, industrial engineering and operations research will find the content of value.


Nature-Inspired Algorithms for Optimisation

Nature-Inspired Algorithms for Optimisation

Author: Raymond Chiong

Publisher: Springer

Published: 2009-05-02

Total Pages: 524

ISBN-13: 3642002676

DOWNLOAD EBOOK

Nature-Inspired Algorithms have been gaining much popularity in recent years due to the fact that many real-world optimisation problems have become increasingly large, complex and dynamic. The size and complexity of the problems nowadays require the development of methods and solutions whose efficiency is measured by their ability to find acceptable results within a reasonable amount of time, rather than an ability to guarantee the optimal solution. This volume 'Nature-Inspired Algorithms for Optimisation' is a collection of the latest state-of-the-art algorithms and important studies for tackling various kinds of optimisation problems. It comprises 18 chapters, including two introductory chapters which address the fundamental issues that have made optimisation problems difficult to solve and explain the rationale for seeking inspiration from nature. The contributions stand out through their novelty and clarity of the algorithmic descriptions and analyses, and lead the way to interesting and varied new applications.


Perturbations, Optimization, and Statistics

Perturbations, Optimization, and Statistics

Author: Tamir Hazan

Publisher: MIT Press

Published: 2023-12-05

Total Pages: 413

ISBN-13: 0262549948

DOWNLOAD EBOOK

A description of perturbation-based methods developed in machine learning to augment novel optimization methods with strong statistical guarantees. In nearly all machine learning, decisions must be made given current knowledge. Surprisingly, making what is believed to be the best decision is not always the best strategy, even when learning in a supervised learning setting. An emerging body of work on learning under different rules applies perturbations to decision and learning procedures. These methods provide simple and highly efficient learning rules with improved theoretical guarantees. This book describes perturbation-based methods developed in machine learning to augment novel optimization methods with strong statistical guarantees, offering readers a state-of-the-art overview. Chapters address recent modeling ideas that have arisen within the perturbations framework, including Perturb & MAP, herding, and the use of neural networks to map generic noise to distribution over highly structured data. They describe new learning procedures for perturbation models, including an improved EM algorithm and a learning algorithm that aims to match moments of model samples to moments of data. They discuss understanding the relation of perturbation models to their traditional counterparts, with one chapter showing that the perturbations viewpoint can lead to new algorithms in the traditional setting. And they consider perturbation-based regularization in neural networks, offering a more complete understanding of dropout and studying perturbations in the context of deep neural networks.