Optimizacion estatica restringida en economia: metodos, algoritmos e implementacion en el general algebraic modeling system

Lambardi, Germán D. and Mercado, P. Ruben (2002): Optimizacion estatica restringida en economia: metodos, algoritmos e implementacion en el general algebraic modeling system.

Abstract

The paper presents methods of linear and nonlinear mathematical programming and their computational implementation in the General Algebraic Modeling System (GAMS). It also presents economic examples and introduces a number of solution algorithms: simplex, gradient, Newton and penalties.

• Item Type: MPRA Paper
• English Title: Constrained static optimization in economics: methods, algorithms and implementation in the general algebraic modeling system
• Language: Spanish
• Keywords: static optimization, linear programming, nonlinear programming, GAMS
• Subjects: C - Mathematical and Quantitative Methods > C6 - Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling

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