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Sibirskii Zhurnal Industrial'noi Matematiki, 2010, Volume 13, Number 1, Pages 121–132 (Mi sjim601)  

Efficient algorithms for solving bank activity optimization problems

A. N. Romanovskaya

Sobolev Institute of Mathematics, SB RAS, Novosibirsk
References:
Abstract: We consider the two models: the activity of a monopolist bank and the activity of a new bank starting up on the banking services market. Each model involves a multiextremal nonlinear mathematical programming problem. Algorithms for solving these problems rest on those for solving linear programming problems of a special form, for which we give solutions explicitly and count the number of required operations. We prove the existence of a solution for the problem of the activity of a new bank.
Keywords: optimization model, nonlinear programming problem, linear programming problem, effective rate, complexity of solution algorithm, existence theorem for a solution.
Received: 07.11.2008
Revised: 05.11.2009
Bibliographic databases:
Document Type: Article
UDC: 330.115+519.83
Language: Russian
Citation: A. N. Romanovskaya, “Efficient algorithms for solving bank activity optimization problems”, Sib. Zh. Ind. Mat., 13:1 (2010), 121–132
Citation in format AMSBIB
\Bibitem{Rom10}
\by A.~N.~Romanovskaya
\paper Efficient algorithms for solving bank activity optimization problems
\jour Sib. Zh. Ind. Mat.
\yr 2010
\vol 13
\issue 1
\pages 121--132
\mathnet{http://mi.mathnet.ru/sjim601}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2839590}
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    Сибирский журнал индустриальной математики
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