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JOURNALS // Sibirskii Zhurnal Industrial'noi Matematiki // Archive

Sib. Zh. Ind. Mat., 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

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.

UDC: 330.115+519.83

Received: 07.11.2008
Revised: 05.11.2009



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