Solving Complex Equations Subject to Constraints Using Lagrangian Constrained Optimization

In this paper we outline the Lagrangian constrained optimization method to solve complex problems subject to constraints. Firstly we summarize the Lagrangian constrained optimization routine. Secondly we outline a detailed implementation strategy. Thirdly and finally we provide example and solve a financial problem using the Lagrangian technique

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Year of publication:	[2021]
Authors:	Burgess, Nicholas
Publisher:	[S.l.] : SSRN
Subject:	Theorie \| Theory \| Mathematische Optimierung \| Mathematical programming

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Extent:	1 Online-Ressource (6 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 9, 2021 erstellt
Other identifiers:	10.2139/ssrn.3902186 [DOI]
Classification:	C02 - Mathematical Methods ; C23 - Models with Panel Data ; c54 ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; E27 - Forecasting and Simulation ; E37 - Forecasting and Simulation ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; E47 - Forecasting and Simulation ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; E58 - Central Banks and Their Policies ; F37 - International Finance Forecasting and Simulation ; f38 ; G12 - Asset Pricing ; G15 - International Financial Markets ; G21 - Banks; Other Depository Institutions; Mortgages ; G24 - Investment Banking; Venture Capital; Brokerage ; G28 - Government Policy and Regulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013213151