Optimization : a theory of necessary conditions

書誌事項

Optimization : a theory of necessary conditions

Lucien W. Neustadt

Princeton University Press, 1976

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注記

Bibliography: p. 413-421

Includes index

内容説明・目次

内容説明

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.

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詳細情報

  • NII書誌ID(NCID)
    BA07727292
  • ISBN
    • 0691081417
  • LCCN
    76003010
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Princeton, N.J.
  • ページ数/冊数
    xi, 424 p.
  • 大きさ
    25 cm
  • 分類
  • 件名
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