Variational Analysis and Set Optimization: Developments and Applications in Decision Making

This book provides recent advances in variational analysis and set/vector optimization, including uncertain optimization, optimal control, and bilevel optimization. It discusses scalarization techniques, necessary and sufficient optimality conditions, and duality statements, and presents new numerical methods for efficiently solving set optimization problems. It also covers applications in economics, finance, and risk theory.

Format: Paperback / softback
Length: 336 pages
Publication date: 31 March 2021
Publisher: Taylor & Francis Ltd

This comprehensive book delves into the latest advancements in variational analysis and set/vector optimization, encompassing a wide range of topics such as uncertain optimization, optimal control, and bilevel optimization. It provides a comprehensive overview of the field, covering both theoretical developments and practical applications.

In the realm of uncertain optimization, the book explores the challenges posed by uncertainty and proposes robust solutions. It discusses various approaches, including stochastic optimization, robust optimization, and hybrid optimization, to address decision-making problems in the presence of uncertainty. The book also discusses the use of simulation-based optimization techniques to evaluate the performance of uncertain optimization algorithms.

Optimal control is another key area of focus, with the book presenting advanced methods for designing optimal control systems. It covers topics such as linear and nonlinear control, optimal control theory, and optimal control algorithms, including genetic algorithms and particle swarm optimization. The book also discusses the application of optimal control to real-world problems, such as energy management, transportation systems, and industrial processes.

Bilevel optimization is a multidisciplinary field that involves the optimization of multi-level decision-making problems. The book discusses various bilevel optimization techniques, including linear programming, mixed integer programming, and nonlinear optimization. It also covers applications in energy management, supply chain optimization, and healthcare systems.

The book also explores the field of variable domination structures in vector and set optimization, which is crucial in applications such as medical image registration with uncertainties. It discusses the use of variable ordering cones to define the structure of the optimization problem and to derive necessary and sufficient optimality conditions.

In addition to theoretical developments, the book provides numerous practical examples and case studies to illustrate the application of variational analysis and set/vector optimization in various industries. These examples cover areas such as finance, investment, insurance, and logistics.

Overall, this book is a valuable resource for researchers, practitioners, and students interested in variational analysis and set/vector optimization. It offers a comprehensive coverage of the field, covering both theoretical foundations and practical applications, and provides insights into the latest developments and trends in the area.

Weight: 621g
Dimension: 234 x 156 (mm)
ISBN-13: 9780367779726