MULTI-DIMENSIONAL SIMPLEXES IN THE PROBLEMS OF ECONOMICS
- Authors: Gorlach B.A.1, Rylov A.A.2
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Affiliations:
- Samara National Research University
- Financial University under the Government of the Russian Federation
- Issue: Vol 9, No 2 (2018)
- Section: MATHEMATICAL AND INSTRUMENTAL METHODS OF ECONOMICS
- URL: https://journals.ssau.ru/eco/article/view/6616
- DOI: https://doi.org/10.18287/2542-0461-2018-9-2-%25p
- ID: 6616
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Abstract
In order to expand the possibilities of numerical methods for solving nonlinear problems of mathematical programming in economics, it is proposed to use the «simplex» method. For this purpose, a generalization of the method, which found application in solving problems of determining local extrema of functions of two variables for the case of specifying functions in arbitrary n-dimensional spaces was made. Equilateral triangles are replaced by n-dimensional hypertetrahedra. An example of solving the problem of determining the local minimum of a function of three variables is given.
About the authors
Boris Alexeevich Gorlach
Samara National Research University
Author for correspondence.
Email: lioner97@mail.ru
Alexander Arkadyevich Rylov
Financial University under the Government of the Russian Federation
Email: lioner97@mail.ru
References
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- Gorlach B.A. Matematika [Mathematics]. M.: YuNITI-DANA, 2006, 911 p. [in Russian]
- Bakhvalov N.S., Zhidkov N.L. Chislennye metody [Numerical methods]. M.: Izd. «Laboratoriya Bazovykh Znanii», 2003, 632 p. [in Russian].