The New Palgrave Dictionary of Economics

2018 Edition
| Editors: Macmillan Publishers Ltd

Non-linear Programming

  • Michael D. Intriligator
Reference work entry
DOI: https://doi.org/10.1057/978-1-349-95189-5_1384

Abstract

The problem of nonlinear programming is that of maximizing (or minimizing) a given function subject to a set of inequality constraints. Such problems arise in many areas of economics, such as the microeconomic theory of the household and the firm. It has also had wide applicability in game theory and operations research. Historically, the subject developed from the work of mathematicians, primarily John in studying extremum problems with inequalities as side constraints and Kuhn and Tucker who made the fundamental contribution of characterizing the nature of the solution to such problems (John 1948; Kuhn and Tucker 1951).

Keywords

Activity analysis Concave programming Demand functions Dual problem Firm, theory of the Hyperplanes Kuhn–Tucker conditions Lagrange multipliers Linear programming Mathematical programming Nonlinear programming Quadratic programming Saddlepoints Slater constraint qualification 

JEL Classifications

C6 
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Copyright information

© Macmillan Publishers Ltd. 2018

Authors and Affiliations

  • Michael D. Intriligator
    • 1
  1. 1.