Abstract
In this note we consider an investment problem in real estate. We show that it can be formulated in terms of a constrained optimization problem, and this leads to a linear rearrangement optimization problem. We address existence, uniqueness, and symmetry of the optimal solution.
| Original language | English |
|---|---|
| Pages (from-to) | 478-485 |
| Number of pages | 8 |
| Journal | Numerical Functional Analysis and Optimization |
| Volume | 30 |
| Issue number | 5-6 |
| DOIs | |
| Publication status | Published - May 2009 |
| Externally published | Yes |
Keywords
- Optimality condition
- Optimization
- Rearrangement inequalities
- Rearrangements
ASJC Scopus subject areas
- Analysis
- Signal Processing
- Computer Science Applications
- Control and Optimization