We characterize solutions of maximization problems under linear constraints that are positively homogeneous of degree one. Necessary and sufficient conditions are given for functions to arise as solutions of such kind of problems. At the same time, we consider the integration problem of homogeneous differential forms in order to solve the inverse problem.

Contact details are reproduced from the original publication and may be historical.

Marwan Aloqeili

Dept. of Mathematics, Birzeit University, P. O. Box 14, Birzeit, Palestine

maloqeili@birzeit.edu
  1. M. Aloqeili: The inverse problem in convex optimization with linear constraints, Control, Optimization and Calculus of Variations 23(1) (2017) 71–94.https://doi.org/10.1051/cocv/2015040Google Scholar
  2. M. Aloqeili: Characterizing demand functions with price dependent income, Mathematics and Financial Economics 8(2) (2014) 135–151.https://doi.org/10.1007/s11579-013-0098-5Google Scholar
  3. M. Aloqeili: The generalized Slutsky relations, J. Math. Economics 40(1-2) (2004) 71–91.https://doi.org/10.1016/S0304-4068(03)00089-2Google Scholar
  4. M. Aloqeili: On the characterization of excess demand functions, Economic Theory 26 (2005) 217–225.https://doi.org/10.1007/s00199-004-0507-3Google Scholar
  5. R. Bryant: Exterior Differential Systems, Springer, New York (1991).https://doi.org/10.1007/978-1-4613-9714-4Google Scholar
  6. P. A. Chiappori, I. Ekeland: The micro economics of group behavior: general characterization, J. Econ. Theory 130 (2006) 1–26.https://doi.org/10.1016/j.jet.2005.01.007Google Scholar
  7. P. A. Chiappori, I. Ekeland: The economics and mathematics of aggregation: formal models of efficient group behavior, Foundations and Trends in Microeconomics 5(1–2) (2010) 1–151.https://doi.org/10.1561/0700000028Google Scholar
  8. P. A. Chiappori, I. Ekeland: Individual excess demands, J. Math. Economics 40 (2004) 41–57.https://doi.org/10.1016/j.jmateco.2003.11.003Google Scholar
  9. J. D. Geanakoplos, H. M. Polemarchakis: On the disaggregation of excess demand functions, Econometrica 48 (1980) 315–331.https://doi.org/10.2307/1911099Google Scholar
  10. P. Olver: Applications of Lie Groups to Differential Equations, second edition, Springer, New York (1993).https://doi.org/10.1007/978-1-4612-4350-2Google Scholar
  11. E. E. Slutsky: Sulla teoria del bilanzio del consomatore, Giornale Degli Economisti 51 (1915) 1–26.Google Scholar

N. Masarwah, M. Aloqeili. “Inverse Problem in Convex Optimization with Linear Homogeneous Constraints.” Journal of Convex Analysis 25 (2018), No. 3, 717–736. https://doi.org/10.68381/jca25050