Mathematics for Economists

(Greg DeLong) #1

Constrained positive deÖnite matrixes


Example


Solvex 12 +x 22 !min,x 1 +x 2 = 1 , 2 x 1 + 3 x 2 = 4.

The only solution is

x 1 =

(^)
1 1
4 3
(^)
(^)
(^)
1 1
2 3
(^)
(^)
= 1 ,x 2 =
(^)
1 1
2 4
(^)
(^)
(^)
1 1
2 3
(^)
(^)


= 2.


But as one should checknp=0 determinants there is nothing to
check. In this case the theorem formally does not applicable.
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