Gradients and optimization with constraints in economics and social sciences

 

Đã lưu trong:
Chi tiết về thư mục
Tác giả: Pernice, Sergio
Định dạng: artículo original
Trạng thái:Versión publicada
Ngày xuất bản:2024
Miêu tả: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.
Quốc gia:Portal de Revistas UCR
Tổ chức giáo dục:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Ngôn ngữ:Inglés
OAI Identifier:oai:portal.ucr.ac.cr:article/56792
Truy cập trực tuyến:https://revistas.ucr.ac.cr/index.php/matematica/article/view/56792
Từ khóa:Minimización con restricciones
Multiplicadores de Lagrange
Algoritmos con campos de gradientes
Minimization with constraints
Lagrange multipliers
Gradient fields algorithms