Projection Methods in Constrained Optimisation and Applications to Optimal Policy Decisions

List of contents

Nonlinearly constrained optimisation techniques based on projections.- Projection methods for computing feasible points of linearly constrained regions.- An algorithm for positive definite quadratic programming.- Optimisation with linear and nonlinear constraints.- The iterative specification of objective functions in economic policy optimisation: An application of projection methods.- Policy optimisation algorithms for nonlinear econometric models.- Suggestions for further research.

Product details

• Authors: Berc Rustem
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 02.12.2013
• EAN: 9783540106463
• ISBN: 978-3-540-10646-3
• No. of pages: 317
• Weight: 580 g
• Illustrations: XV, 317 p. 1 illus.
• Series: Lecture Notes in Control and Information Sciences; Lecture Notes in Control and Information Sciences
• Subjects: Guides > Hobby, home; Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics