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© 1984

Selected Topics in Operations Research and Mathematical Economics

Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22–25, 1983

  • Gerald Hammer
  • Diethard Pallaschke
Conference proceedings

Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 226)

Table of contents

  1. Front Matter
    Pages I-IX
  2. Optimization Theory

  3. Control Theory

    1. Front Matter
      Pages 129-129
  4. Mathematical Economics

    1. Front Matter
      Pages 159-159
    2. Wolfgang Eichhorn, Hans Ulrich Buhl
      Pages 175-187
    3. Wolfgang Eichhorn, Helmut Funke
      Pages 188-192
    4. Susanne Fuchs-Seliger
      Pages 193-204
    5. Guenter Gabisch
      Pages 205-222

About these proceedings

Introduction

Let eRN be the usual vector-space of real N-uples with the usual inner product denoted by (. ,. ). In this paper P is a nonempty compact polyhedral set of mN, f is a real-valued function defined on (RN continuously differentiable and fP is the line- ly constrained minimization problem stated as : min (f(x) I x € P) • For computing stationary points of problemtj) we propose a method which attempts to operate within the linear-simplex method structure. This method then appears as a same type of method as the convex-simplex method of Zangwill [6]. It is however, different and has the advantage of being less technical with regards to the Zangwill method. It has also a simple geometrical interpretation which makes it more under­ standable and more open to other improvements. Also in the case where f is convex an implementable line-search is proposed which is not the case in the Zangwill method. Moreover, if f(x) = (c,x) this method will coincide with the simplex method (this is also true in the case of the convex simplex method) i if f(x) = I Ixl 12 it will be almost the same as the algorithm given by Bazaraa, Goode, Rardin [2].

Keywords

Economics Operations Operations Research algorithms game theory optimization Ökonometrie

Editors and affiliations

  • Gerald Hammer
    • 1
  • Diethard Pallaschke
    • 2
  1. 1.Lehrstuhl für Anwendungen des Operations ResearchUniversität KarlsruheKarlsruhe 1Germany
  2. 2.Institut für Statistik und Mathematische WirtschaftstheorieUniversität KarlsruheKarlsruhe 1Germany

Bibliographic information

  • Book Title Selected Topics in Operations Research and Mathematical Economics
  • Book Subtitle Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22–25, 1983
  • Editors G. Hammer
    Diethard Pallaschke
  • Series Title Lecture Notes in Economics and Mathematical Systems
  • DOI https://doi.org/10.1007/978-3-642-45567-4
  • Copyright Information Springer-Verlag Berlin Heidelberg 1984
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Softcover ISBN 978-3-540-12918-9
  • eBook ISBN 978-3-642-45567-4
  • Series ISSN 0075-8442
  • Edition Number 1
  • Number of Pages X, 482
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Topics Economic Theory/Quantitative Economics/Mathematical Methods
    Operations Research/Decision Theory
    Econometrics
  • Buy this book on publisher's site
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