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

Constrained static optimization in economics: methods, algorithms and implementation in the general algebraic modeling system

Germán D. Lambardi and Ruben Mercado ()

MPRA Paper from University Library of Munich, Germany

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.

Keywords: static optimization; linear programming; nonlinear programming; GAMS (search for similar items in EconPapers)
JEL-codes: C6 (search for similar items in EconPapers)
Date: 2002-07
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:58013

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