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A New Approach To The Optimization Problem

Author

Listed:
  • João Ferreira do Amaral

Abstract

A new approach to the problem of optimization is developed using tools such as the concepts of aggregate and of combined functions. The solving of a simple problem of calculus of variations with inequality constraints illustrates the potentiality of this new method.

Suggested Citation

  • João Ferreira do Amaral, 2021. "A New Approach To The Optimization Problem," Working Papers REM 2021/0171, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  • Handle: RePEc:ise:remwps:wp01712021
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    File URL: https://rem.rc.iseg.ulisboa.pt/wps/pdf/REM_WP_0171_2021.pdf
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    More about this item

    Keywords

    optimization; calculus of variations; convexity; quasi-convexity;
    All these keywords.

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools

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