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Methods of Mathematical Economics Paperback: Linear and Nonlinear Programming, Fixed-point Theorems (Classics in Applied Mathematics) [Tapa blanda]

Franklin

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Descripción del libro

1 de enero de 2003 Classics in Applied Mathematics (Libro 37)
In this easy-to-read classic, readers learn Wolfe's method, which remains useful for quadratic programming, and the Kuhn-Tucker theory, which underlies quadratic programming and most other nonlinear programming methods. In addition, the author presents multiobjective linear programming, which is being applied in environmental engineering and the social sciences.

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Descripción del libro

In this easy-to-read classic, readers learn Wolfe's method, which remains useful for quadratic programming, and the Kuhn-Tucker theory, which underlies quadratic programming and most other nonlinear programming methods. In addition, the author presents multiobjective linear programming, which is being applied in environmental engineering and the social sciences.

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Amazon.com: 2.5 de un máximo de 5 estrellas  2 opiniones
5 de 5 personas piensan que la opinión es útil
3.0 de un máximo de 5 estrellas Outdated, but has a unique collection of interesting topics 25 de julio de 2008
Por Akop Pogosian - Publicado en Amazon.com
Formato:Tapa blanda
This text attempts to survey the core subjects in optimization and mathematical economics: linear and nonlinear programming, separating plane theorems, fixed-point theorems, and some of their applications.

This text covers only two subjects well: linear programming and fixed-point theorems. The sections on linear programming are centered around deriving methods based on the simplex algorithm as well as some of the standard LP problems, such as network flows and transportation problem. I never had time to read the section on the fixed-point theorems, but I think it could prove to be useful to research economists who work in microeconomic theory. This section presents four different proofs of Brouwer fixed-point theorem, a proof of Kakutani's Fixed-Point Theorem, and concludes with a proof of Nash's Theorem for n-person Games.

Unfortunately, the most important math tools in use by economists today, nonlinear programming and comparative statics, are barely mentioned. This text has exactly one 15-page chapter on nonlinear programming. This chapter derives the Kuhn-Tucker conditions but says nothing about the second order conditions or comparative statics results.

Most likely, the strange selection and coverage of topics (linear programming takes more than half of the text) simply reflects the fact that the original edition came out in 1980 and also that the author is really an applied mathematician, not an economist. This text is worth a look if you would like to understand fixed-point theorems or how the simplex algorithm works and its applications. Look elsewhere for nonlinear programming or more recent developments in linear programming.
1 de 1 personas piensan que la opinión es útil
2.0 de un máximo de 5 estrellas interesting for mathematicians, almost useless for economists 12 de noviembre de 2012
Por s00 - Publicado en Amazon.com
Formato:Tapa blanda
This is horribly outdated. Linear programming is seldom used by economists these days. Non-linear programming is used, but it is not covered well in this book. Fixed points theorems are adequately covered, and are actually useful for theoretical economists (which is the only plus of this book). Seriously, if you are an economists, go get some other book on Maths. It will not prepare you for the math you gonna encounter in grad school. Linear programming takes up a huge chunck of this book, but it is outdated for economists. In the past it might be helpful since first generation econ models were indeed linear models for tractability. Now you can hardly find a paper with such linear models.
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