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Dr. J. Brinkhuis

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Jan Brinkhuis

Dr. J. Brinkhuis

Department of Econometrics

Erasmus School of Economics

Erasmus University Rotterdam

 

Personal website: http://people.few.eur.nl/brinkhuis/


 

Profile

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Professional experience

Present position
Assistant Professor
University Erasmus University Rotterdam
School Erasmus School of Economics
Department Econometrics
   
Other position

Research

Dr.J.Brinkhuis. Research interests include optimization theory, game theory and applications. PhD in 1981, supervisor Prof. A. Frohlich, King's College, London. ERIM Fellow. Coauthor, with Prof. V.M. Tikhomirov, of Optimization: Insights and Applications (Princeton University Press, 2005). Teaching includes courses on Analysis, Linear Algebra and Optimization for the Econometric Institute, Tinbergen Institute and Duisenberg Institute of Finance. Recipient of the Onderwijsprijs Erasmus Universiteit Rotterdam 2000, ESE Lecturer of the Year Award 2008-2009 and TI Lecturer of the Year Award 2008-2009.

Econometrics
Role Member
 

Publications

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Scholarly publications (43)
  • Brinkhuis, J. & Protassov, V. (2010). A simple proof of the multiplier rule (working paper).
  • Brinkhuis, J. (2010). Inverse function theorem and existence principles (working paper).
  • Boone, J. & Brinkhuis, J. (2010). The first order approach to principal-agent problems: the M-problem (working paper).
  • Brinkhuis, J. (2009). Convex Duality and Calculus: Reduction to Cones. Journal of Optimization Theory and Applications, 143, 439-453.
  • Brinkhuis, J. (2009). A linear programming proof of the second order conditions of nonlinear programming. European Journal of Operational Research, 192(3), 1001-1007.
  • Brinkhuis, J. & Zhang, S. (2008). A D-Induced Duality and Its Applications. Mathematical Programming, 114(1), 149-182.
  • Brinkhuis, J. (2008). On a conic approach to convex analysis. (EI report serieEI 2008-05 ). 3000 DR Rotterdam: Econometrics.
  • Brinkhuis, J. (2008). Duality and calcuti without exceptions for convex objects. (EI report serieEI 2008-07 ). 3000 DR Rotterdam: Econometrics.
  • Brinkhuis, J. & Protasov, V. (2008). The Lagrange multiplier rule revisited. (EI report serieEI 2008-08 ). 3000 DR Rotterdam: Econometrics.
  • Brinkhuis, J. & Tikhomirov, V. (2007). Duality and calculus of convex object (theory and applications). (Econometric Institute ReprintEI-1454 ). 3000 DR Rotterdam: Econometrics.
  • Brinkhuis, J. (2007). Descent: an optimization point of view on different fields. (Econometric Institute ReprintEI-1453 ). 3000 DR Rotterdam: Econometrics.
  • Brinkhuis, J. (2007). Descent: an optimization point of view on different fields. European Journal of Operational Research, 181(1), 10-19.
  • Brinkhuis, J. & Tikhomirov, V. (2006). Duality and calculus of convex objects (theory and applications). Sbornik. Mathematics (USSR), 198(2), 171-206.
  • Brinkhuis, J. & Tikhomirov, V. (2005). Optimization: insights and applications. Princeton: Princeton University Press.
  • Brinkhuis, J. & Protasov, V. (2005). Novel insights into the multiplier rule. (Econometric Institute Report SerieEI2005-39 ). 3000 DR Rotterdam: Econometrics.
  • Brinkhuis, J. (2005). On the universal method to solve extremal problems. (Econometric Institute Report SerieEI2005-02 ). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Brinkhuis, J. (2005). A simple view on convex analysis and its applications. (Econometric Institute Report SerieEI2005-37 ). 3000 DR Rotterdam: Econometrics.
  • Brinkhuis, J. (2005). Optimalisering in financiering, economie en wiskunde: welke toepassingen zijn overtuigend. (Econometric Institute Report SerieEI2005-36 ). 3000 DR Rotterdam: Econometrics.
  • Brinkhuis, J. (2005). A comprehensive view on optimization: reasonable descent. (Econometric Institute Report SerieEI2005-23 ). 3000 DR Rotterdam: Econometrics.
  • Brinkhuis, J. & Protasov, V. (2005). Theory of extremum in simple examples. Mathematical Education, 9, 32-55.
  • Brinkhuis, J., Luo, Z.-Q. & Zhang, S. (2005). Matrix convex functions with applications to weighted centers for semidefinite programming. (Econometric Institute Report SerieEI2005-38 ). 3000 DR Rotterdam: Econometrics.
  • Brinkhuis, J., Illes, T., Frenk, J.B.G., Weber, G. & Terlaky, T. (2004). International workshop on smooth and nonsmooth optimization (Rotterdam, July 12-13), 2001. European Journal of Operational Research, 157(1), 1-2.
  • Brinkhuis, J. (2003). On the complexity of primal self-concordant barrier method. Operations Research Letters, 31(6), 442-444.
  • Brinkhuis, J. & Zhang, S. (2003). A D-induced duality and its applications. (Econometric InstituteEI 2003-42 ). : .
  • Brinkhuis, J. & Zhang, S. (2002). A D-induced duality and its applications. (Econometric InstituteEI 2002-34 ). : .
  • Brinkhuis, J. & Tikhomirov, V. (2001). On the duality theory of convex objects. (Econometric InstituteEI 2001-15 ). : .
  • Brinkhuis, J. (2001). A structural version of the theorem of Hahn-Banach. (Econometric InstituteEI-2001-42 ). : .
  • Brinkhuis, J. (2001). On the fermat-lagrange principle for mixed smooth convex extremal problems. Sbornik. Mathematics (USSR), 192(5), 641-649.
  • Brinkhuis, J. (2000). How to spot an optimum. Nieuw Archief voor Wiskunde, 5(1), 138-149.
  • Brinkhuis, J. (2000). On a geomatrical construction of the multiplier rule. Indagationes Mathematicae, 11(4), 517-524.
  • Boone, J. & Brinkhuis, J. (2000). Dynamic optimization and models of search in the labor market. Medium Econometrische Toepassingen, 8(2), 17-19.
  • Brinkhuis, J. (2000). On the complexity of the primal self-concordant barrier method. (Econometric Institute2000-36 ). : .
  • Brinkhuis, J. (1999). Vertical halfspaces as solutions of dual extremal problems. Pure and Applied Mathematics, 10(4), 385-390.
  • Brinkhuis, J. (1999). Extremal problems and inclusion of perturbations in halfspaces. Pure and Applied Mathematics, 10(2), 183-196.
  • Brinkhuis, J. (1998). On the principle of Fermat-Lagrange for mixed smoothconvex extremal problems. (Econometric Institute9806 ). : .
  • Brinkhuis, J. (1997). On a geometrical construction of the multiplier rule. (Econometric Institute9721/B ). : .
  • Brinkhuis, J. (1996). An introduction to duality in optimization theory. Journal of Optimization Theory and Applications, 91(3), 523-542.
  • Brinkhuis, J. (1996). Normal integral bases and the Spiegelungssatz of Scholz. Acta Arithmetica, LXIX(1), 1-9.
  • Brinkhuis, J. (1995). Normal integral bases and the spiegelungssatz of Scholz. Acta Arithmetica, LXIX(1), 1-9.
  • Brinkhuis, J. (1995). Vertical halfspaces as solutions of dual extremal problems. (Econometric Institute9540/B ). : .
  • Brinkhuis, J. (1995). Extremal problems and inclusion of perturbations in halfspaces. (Econometric Institute9541/B ). : .
  • Brinkhuis, J. (1994). On shadowprices, Linearization by minorization in the theory of extrenal problems. In @ @ (Ed.), Convex analysis, submitted 1994. @: @.
  • Brinkhuis, J. (1994). On a comparison of Gauss sums with product of Lagrange resolvents. Compositio Mathematica, 93, 155-170.
Professional publications (1)
  • Brinkhuis, J. (2005). Optimalisatie in financiering, economie en wiskunde: welke toepassingen zijn overtuigend? In A.M.H. Gerards & J.K. Lenstra (Eds.), De schijf van vijf (pp. 121-136). Amsterdam: Centrum voor Wiskunde en Informatica.