Mixed Integer Programming Revealed Preference Tests of Utility Maximization and Weak Separability of Consumption, Leisure, and Money

2016 ◽  
Vol 48 (7) ◽  
pp. 1547-1561 ◽  
Author(s):  
PER HJERTSTRAND ◽  
JAMES L. SWOFFORD ◽  
GERALD A. WHITNEY
Keyword(s):  
Integer Programming ◽  
Mixed Integer Programming ◽  
Utility Maximization ◽  
Revealed Preference ◽  
Mixed Integer ◽  
Weak Separability ◽  
Preference Tests

scholarly journals General Revealed Preference Tests of Weak Separability and Utility Maximization with Incomplete Adjustment

2020 ◽  
Author(s):  
Per Hjertstrand ◽  
James L. Swofford ◽  
Gerald Whitney
Keyword(s):  
Utility Maximization ◽  
Revealed Preference ◽  
Weak Separability ◽  
Preference Tests

scholarly journals Mutually Consistent Revealed Preference Demand Predictions

2020 ◽  
Vol 12 (1) ◽  
pp. 42-74 ◽  
Author(s):  
Abi Adams
Keyword(s):  
Integer Programming ◽  
Mixed Integer Programming ◽  
Nonparametric Estimation ◽  
Revealed Preference ◽  
Mixed Integer ◽  
Shape Restrictions ◽  
The Uk ◽  
Computational Resources ◽  
Rational Demand

Revealed preference restrictions are increasingly used to predict demand behavior at new budgets of interest and as shape restrictions in nonparametric estimation exercises. However, the restrictions imposed are not sufficient for rationality when predictions are made at multiple budgets. I highlight the non-convexities in the set of predictions that arise when making multiple predictions. I develop a mixed integer programming characterization of the problem that can be used to impose rationality on multiple predictions. The approach is applied to the UK Family Expenditure Survey to recover rational demand predictions with substantially reduced computational resources compared to known alternatives. (JEL C61, D11, D12)

scholarly journals Revealed preference tests for weak separability: An integer programming approach

2015 ◽  
Vol 186 (1) ◽  
pp. 129-141 ◽  
Author(s):  
Laurens Cherchye ◽  
Thomas Demuynck ◽  
Bram De Rock ◽  
Per Hjertstrand
Keyword(s):  
Integer Programming ◽  
Revealed Preference ◽  
Programming Approach ◽  
Weak Separability ◽  
Preference Tests

scholarly journals Revealed Preference Tests for Weak Separability: An Integer Programming Approach

2011 ◽  
Author(s):  
Laurens Cherchye ◽  
Thomas Demuynck ◽  
Bram De Rock
Keyword(s):  
Integer Programming ◽  
Revealed Preference ◽  
Programming Approach ◽  
Weak Separability ◽  
Preference Tests

Passenger-Oriented Optimization for Train Rescheduling on the Basis of Mixed Integer Programming

2012 ◽  
Vol 132 (2) ◽  
pp. 170-177 ◽  
Author(s):  
Kenji Chigusa ◽  
Keisuke Sato ◽  
Takafumi Koseki
Keyword(s):  
Integer Programming ◽  
Mixed Integer Programming ◽  
Mixed Integer ◽  
Train Rescheduling

Non-blocking Supervisory Design Using Mixed Integer Programming

2009 ◽  
Vol 35 (2) ◽  
pp. 180-185
Author(s):  
Mi ZHAO ◽  
Zhi-Wu LI ◽  
Na WEI
Keyword(s):  
Integer Programming ◽  
Mixed Integer Programming ◽  
Mixed Integer
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