數學規劃專論


參考書目:

Peter B.R., Hazell and Roger D., Norton. Mathematical Programming for Economic Analysis in Agriculture. New York: Macmillan Publishing Co., 1986.
Gerald L., Thompson and Sten, Thore. Computational Economics: Economic Modeling with Optimization Software. California: The Scientific Press, 1992.

課程大綱:

The purpose of this course is to show how the techniques of mathematical programming can be used to formulate economic problems and to solve them by using computer software. Emphasis is placed on the problem formulation and economic interpretation of the results. The software package GAMS will be used for solving the homework exercises.

1. Introduction to mathematical programming models
(Assumptions, Duality, Kunh-Tucker conditions, Simplex Method, Computational difficulties, Computer Software)
2. Farm Models
3. Transportation and Assignment Models
4. Quadratic Programming
5. Mean-Variance Analysis and Risk Models
6. Game Theory Models
7. Partial Equilibrium Models
8. Industry Models
9. Agricultural Sector Models
10. Goal Programming Models