Gradients and optimization with constraints in economics and social sciences

 

Αποθηκεύτηκε σε:
Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφέας: Pernice, Sergio
Μορφή: artículo original
Κατάσταση:Versión publicada
Ημερομηνία έκδοσης:2024
Περιγραφή:Despite their widespread use in advanced analytical and numerical techniques, gradient field methods are often underrepresented in the foundational training of economists and social scientists. As machine learning and sophisticated analytical and numerical approaches gain traction, the importance of gradient methods in optimization processes becomes increasingly apparent. This oversight in academic and practical toolsets is suboptimal. This paper aims to address this gap by introducing gradient field methods both intuitively and rigorously, situating them within the context of problems commonly encountered by economists and social scientists, with a particular focus on equality constrained optimization.
Χώρα:Portal de Revistas UCR
Ίδρυμα:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Γλώσσα:Inglés
OAI Identifier:oai:portal.ucr.ac.cr:article/56792
Διαθέσιμο Online:https://revistas.ucr.ac.cr/index.php/matematica/article/view/56792
Λέξη-Κλειδί :Minimización con restricciones
Multiplicadores de Lagrange
Algoritmos con campos de gradientes
Minimization with constraints
Lagrange multipliers
Gradient fields algorithms