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Sibirskii Zhurnal Industrial'noi Matematiki, 2010, Volume 13, Number 1, Pages 121–132
(Mi sjim601)
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Efficient algorithms for solving bank activity optimization problems
A. N. Romanovskaya Sobolev Institute of Mathematics, SB RAS, Novosibirsk
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
Citation:
A. N. Romanovskaya, “Efficient algorithms for solving bank activity optimization problems”, Sib. Zh. Ind. Mat., 13:1 (2010), 121–132
Linking options:
https://www.mathnet.ru/eng/sjim601 https://www.mathnet.ru/eng/sjim/v13/i1/p121
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Abstract page: | 718 | Full-text PDF : | 527 | References: | 51 | First page: | 22 |
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