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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]

Author

Listed:
  • Lambardi, Germán D.
  • Mercado, P. Ruben

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.

Suggested Citation

  • Lambardi, Germán D. & Mercado, P. Ruben, 2002. "Optimizacion estatica restringida en economia: metodos, algoritmos e implementacion en el general algebraic modeling system [Constrained static optimization in economics: methods, algorithms and im," MPRA Paper 58013, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:58013
    as

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    File URL: https://mpra.ub.uni-muenchen.de/58013/8/MPRA_paper_58013.pdf
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    References listed on IDEAS

    as
    1. Mercado, P. Ruben, 2002. "Optimizacion dinamica restringida en economia: metodos matematicos e implementacion en el general algebraic modeling system [Dynamic optimizacion in economics: mathematical methods and implementati," MPRA Paper 58012, University Library of Munich, Germany.
    2. Kenneth L. Judd, 1998. "Numerical Methods in Economics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262100711, April.
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    Cited by:

    1. Mercado, P. Ruben, 2002. "Optimizacion dinamica restringida en economia: metodos matematicos e implementacion en el general algebraic modeling system [Dynamic optimizacion in economics: mathematical methods and implementati," MPRA Paper 58012, University Library of Munich, Germany.

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    More about this item

    Keywords

    static optimization; linear programming; nonlinear programming; GAMS;
    All these keywords.

    JEL classification:

    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

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