Professur für Wirtschaftsmathematik






1. Auflage 1993
  Modern Mathematical Methods of Optimization
 
ed. by Karl-Heinz Elster
 
1. Auflage 1993
 
Akademie Verlag GmbH, ISBN 3-05-501452-9

This monograph is a concise explanation of recent advances, obtained by scientific workers of Eastern European countries, in the field of optimization and its application to mathematical economy and control of economic systems. Light will be thrown on a variety of problems concerned with the construction and analysis of optimization models: equilibrium models of mathematical economy, modern numerical optimization methods and software, methods of convex programming optimal with respect to complexity, polynominal algorithms of linear programming, decomposition of optimization systems, modern apparatus of nonsmooth optimization, models and methods of discrete programming. Special attentions is paid to extensions of the optimization approach - to the analysis and correction of inconsistent mathematical programming problems, multiobjective problems, optimization in order scales, and to extremal problems in infinite-dimensional spaces.

 
Contents
  • Modern numerical methods and software in optimization
  • Optimal methods of convex programming and polynomial methods of linear programming
  • Decomposition of optimization problems
  • Nonsmooth functions
  • Improper problems of mathematical programming
  • Optimization in order scales
  • Multiobjective optimization
  • Discrete optimization
  • Some problems of mathematical programming in infinite-dimensional spaces
  • Optimization and mathematical economics