Mathematical Programming with Data Perturbations

Revisiting classical theory within the context of contemporary results, this authoritative volume presents cutting-edge research contributions and tutorial expositions on current methodologies for sensitivity, stability, and approximation analyses of mathematical programming and related problem structures involving parameters. Mathematical Programming with Data Perturbations features the latest findings on important topics, covering the effect of perturbations on the performance of algorithms approximation techniques for optimal control problems global error bounds for convex inequalities well-posedness by perturbations weak second-order conditions and attendant first- and second-order differential stability results stability characterizations of the parametric linear complementarity solution set map relations between complexity bounds and parameter structure second-order sufficient conditions for weak sharp minima and more! Containing key references to the literature, Mathematical Programming with Data Perturbations is a valuable resource for applied mathematicians, mathematical programmers, researchers in optimization and stability analysis, operations researchers, economists, engineers, and graduate-level students in these disciplines.