Analysis of information sources in references of the Wikipedia article "Shapley–Folkman lemma" in English language version.
Milton's description of concavity serves as the literary epigraph prefacing chapter seven of Arrow & Hahn (1980, p. 169), "Markets with non-convex preferences and production", which presents the results of Starr (1969). Arrow, Kenneth J.; Hahn, Frank H. (1980) [1971]. General competitive analysis. Advanced Textbooks in Economics. Vol. 12 (reprint of San Francisco, CA: Holden-Day, Inc. Mathematical Economics Texts 6 ed.). Amsterdam: North-Holland. ISBN 0-444-85497-5. MR 0439057. Starr, Ross M. (1969). "Quasi-equilibria in markets with non-convex preferences". Econometrica. 37 (1): 25–38. doi:10.2307/1909201. JSTOR 1909201. Appendix 2: The Shapley–Folkman theorem, pp. 35–37.A gulf profound as that Serbonian Bog
Betwixt Damiata and Mount Casius old,
Where Armies whole have sunk.
Bertsekas (1996, pp. 364–381) describes an application of Lagrangian dual methods to the scheduling of electrical power plants ("unit commitment problems"), where non-convexity appears because of integer constraints:
Bertsekas, Dimitri P. (1996). "5.6 Large scale separable integer programming problems and the exponential method of multipliers". Constrained optimization and Lagrange multiplier methods. Belmont, Mass.: Athena Scientific. ISBN 1-886529-04-3. MR 0690767. Reprint of (1982) Academic Press. Ekeland, Ivar (1999) [1976]. "Appendix I: An a priori estimate in convex programming". In Ekeland, Ivar; Temam, Roger (eds.). Convex analysis and variational problems. Classics in Applied Mathematics. Vol. 28 (Corrected reprinting of the North-Holland ed.). Philadelphia: Society for Industrial and Applied Mathematics (SIAM). pp. 357–373. ISBN 0-89871-450-8. MR 1727362. Aubin, J. P.; Ekeland, I. (1976). "Estimates of the duality gap in nonconvex optimization". Mathematics of Operations Research. 1 (3): 225–245. doi:10.1287/moor.1.3.225. JSTOR 3689565. MR 0449695. Bertsekas, Dimitri P. (1996). "5.6 Large scale separable integer programming problems and the exponential method of multipliers". Constrained optimization and Lagrange multiplier methods. Belmont, Mass.: Athena Scientific. ISBN 1-886529-04-3. MR 0690767. Reprint of (1982) Academic Press. Bertsekas, Dimitri P.; Lauer, Gregory S.; Sandell, Nils R. Jr.; Posbergh, Thomas A. (January 1983). "Optimal short-term scheduling of large-scale power systems" (PDF). IEEE Transactions on Automatic Control. 28 (1): 1–11. doi:10.1109/tac.1983.1103136. Retrieved 2 February 2011. Proceedings of 1981 IEEE Conference on Decision and Control, San Diego, CA, December 1981, pp. 432–443.Samuelson, Paul A. (November 1950). "The problem of integrability in utility theory". Economica. New Series. 17 (68): 355–385. doi:10.2307/2549499. JSTOR 2549499. MR 0043436.It will be noted that any point where the indifference curves are convex rather than concave cannot be observed in a competitive market. Such points are shrouded in eternal darkness—unless we make our consumer a monopsonist and let him choose between goods lying on a very convex "budget curve" (along which he is affecting the price of what he buys). In this monopsony case, we could still deduce the slope of the man's indifference curve from the slope of the observed constraint at the equilibrium point.
Mas-Colell, Whinston & Green (1995, pp. 627–630)
Varian, Hal R. (1992). "21.2 Convexity and size". Microeconomic Analysis (3rd ed.). W. W. Norton & Company. ISBN 978-0-393-95735-8. MR 1036734. Mas-Colell, Andreu; Whinston, Michael D.; Green, Jerry R. (1995). "17.1 Large economies and nonconvexities". Microeconomic Theory. Oxford University Press. ISBN 978-0-19-507340-9.Mas-Colell (1985, pp. 52–55, 145–146, 152–153, and 274–275)
Hildenbrand (1974, pp. 37, 115–116, 122, and 168)
Starr (1997, p. 169)
Ellickson (1994, pp. xviii, 306–310, 312, 328–329, 347, and 352)
Arrow, Kenneth J.; Hahn, Frank H. (1980) [1971]. General competitive analysis. Advanced Textbooks in Economics. Vol. 12 (reprint of San Francisco, CA: Holden-Day, Inc. Mathematical Economics Texts 6 ed.). Amsterdam: North-Holland. ISBN 0-444-85497-5. MR 0439057. Mas-Colell, Andreu (1985). "1.L Averages of sets". The Theory of General Economic Equilibrium: A Differentiable Approach. Econometric Society monographs. Vol. 9. Cambridge University Press. ISBN 0-521-26514-2. MR 1113262. Hildenbrand, Werner (1974). Core and equilibria of a large economy. Princeton studies in mathematical economics. Vol. 5. Princeton, NJ: Princeton University Press. ISBN 978-0-691-04189-6. MR 0389160. Starr, Ross M. (1997). "8 Convex sets, separation theorems, and non-convex sets in R ". General Equilibrium Theory: An Introduction (1st ed.). Cambridge, UK: Cambridge University Press. ISBN 0-521-56473-5. MR 1462618. New chapters 22 and 25–26 in (2011) second ed. Ellickson, Bryan (1994). Competitive equilibrium: Theory and applications. Cambridge University Press. doi:10.1017/CBO9780511609411. ISBN 978-0-521-31988-1.Aardal (1995, pp. 2–3)
Hiriart-Urruty & Lemaréchal (1993, pp. 143–145, 151, 153, and 156)
Lemaréchal, Claude (April 1973). Utilisation de la dualité dans les problémes non convexes [Use of duality for non–convex problems] (Report) (in French). Domaine de Voluceau, Rocquencourt, Le Chesnay, France: IRIA (now INRIA), Laboratoire de recherche en informatique et automatique. Hiriart-Urruty, Jean-Baptiste; Lemaréchal, Claude (1993). "XII Abstract duality for practitioners". Convex analysis and minimization algorithms, Volume II: Advanced theory and bundle methods. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences]. Vol. 306. Berlin: Springer-Verlag. pp. 136–193 (and bibliographical comments on pp. 334–335). ISBN 3-540-56852-2. MR 1295240.Mas-Colell, Whinston & Green (1995, pp. 627–630)
Varian, Hal R. (1992). "21.2 Convexity and size". Microeconomic Analysis (3rd ed.). W. W. Norton & Company. ISBN 978-0-393-95735-8. MR 1036734. Mas-Colell, Andreu; Whinston, Michael D.; Green, Jerry R. (1995). "17.1 Large economies and nonconvexities". Microeconomic Theory. Oxford University Press. ISBN 978-0-19-507340-9.Milton's description of concavity serves as the literary epigraph prefacing chapter seven of Arrow & Hahn (1980, p. 169), "Markets with non-convex preferences and production", which presents the results of Starr (1969). Arrow, Kenneth J.; Hahn, Frank H. (1980) [1971]. General competitive analysis. Advanced Textbooks in Economics. Vol. 12 (reprint of San Francisco, CA: Holden-Day, Inc. Mathematical Economics Texts 6 ed.). Amsterdam: North-Holland. ISBN 0-444-85497-5. MR 0439057. Starr, Ross M. (1969). "Quasi-equilibria in markets with non-convex preferences". Econometrica. 37 (1): 25–38. doi:10.2307/1909201. JSTOR 1909201. Appendix 2: The Shapley–Folkman theorem, pp. 35–37.A gulf profound as that Serbonian Bog
Betwixt Damiata and Mount Casius old,
Where Armies whole have sunk.
Bertsekas (1996, pp. 364–381) describes an application of Lagrangian dual methods to the scheduling of electrical power plants ("unit commitment problems"), where non-convexity appears because of integer constraints:
Bertsekas, Dimitri P. (1996). "5.6 Large scale separable integer programming problems and the exponential method of multipliers". Constrained optimization and Lagrange multiplier methods. Belmont, Mass.: Athena Scientific. ISBN 1-886529-04-3. MR 0690767. Reprint of (1982) Academic Press. Ekeland, Ivar (1999) [1976]. "Appendix I: An a priori estimate in convex programming". In Ekeland, Ivar; Temam, Roger (eds.). Convex analysis and variational problems. Classics in Applied Mathematics. Vol. 28 (Corrected reprinting of the North-Holland ed.). Philadelphia: Society for Industrial and Applied Mathematics (SIAM). pp. 357–373. ISBN 0-89871-450-8. MR 1727362. Aubin, J. P.; Ekeland, I. (1976). "Estimates of the duality gap in nonconvex optimization". Mathematics of Operations Research. 1 (3): 225–245. doi:10.1287/moor.1.3.225. JSTOR 3689565. MR 0449695. Bertsekas, Dimitri P. (1996). "5.6 Large scale separable integer programming problems and the exponential method of multipliers". Constrained optimization and Lagrange multiplier methods. Belmont, Mass.: Athena Scientific. ISBN 1-886529-04-3. MR 0690767. Reprint of (1982) Academic Press. Bertsekas, Dimitri P.; Lauer, Gregory S.; Sandell, Nils R. Jr.; Posbergh, Thomas A. (January 1983). "Optimal short-term scheduling of large-scale power systems" (PDF). IEEE Transactions on Automatic Control. 28 (1): 1–11. doi:10.1109/tac.1983.1103136. Retrieved 2 February 2011. Proceedings of 1981 IEEE Conference on Decision and Control, San Diego, CA, December 1981, pp. 432–443.Samuelson, Paul A. (November 1950). "The problem of integrability in utility theory". Economica. New Series. 17 (68): 355–385. doi:10.2307/2549499. JSTOR 2549499. MR 0043436.It will be noted that any point where the indifference curves are convex rather than concave cannot be observed in a competitive market. Such points are shrouded in eternal darkness—unless we make our consumer a monopsonist and let him choose between goods lying on a very convex "budget curve" (along which he is affecting the price of what he buys). In this monopsony case, we could still deduce the slope of the man's indifference curve from the slope of the observed constraint at the equilibrium point.
{{cite book}}: CS1 maint: ignored ISBN errors (link)Mas-Colell (1985, pp. 52–55, 145–146, 152–153, and 274–275)
Hildenbrand (1974, pp. 37, 115–116, 122, and 168)
Starr (1997, p. 169)
Ellickson (1994, pp. xviii, 306–310, 312, 328–329, 347, and 352)
Arrow, Kenneth J.; Hahn, Frank H. (1980) [1971]. General competitive analysis. Advanced Textbooks in Economics. Vol. 12 (reprint of San Francisco, CA: Holden-Day, Inc. Mathematical Economics Texts 6 ed.). Amsterdam: North-Holland. ISBN 0-444-85497-5. MR 0439057. Mas-Colell, Andreu (1985). "1.L Averages of sets". The Theory of General Economic Equilibrium: A Differentiable Approach. Econometric Society monographs. Vol. 9. Cambridge University Press. ISBN 0-521-26514-2. MR 1113262. Hildenbrand, Werner (1974). Core and equilibria of a large economy. Princeton studies in mathematical economics. Vol. 5. Princeton, NJ: Princeton University Press. ISBN 978-0-691-04189-6. MR 0389160. Starr, Ross M. (1997). "8 Convex sets, separation theorems, and non-convex sets in R ". General Equilibrium Theory: An Introduction (1st ed.). Cambridge, UK: Cambridge University Press. ISBN 0-521-56473-5. MR 1462618. New chapters 22 and 25–26 in (2011) second ed. Ellickson, Bryan (1994). Competitive equilibrium: Theory and applications. Cambridge University Press. doi:10.1017/CBO9780511609411. ISBN 978-0-521-31988-1.Vind, Karl (May 1964). "Edgeworth-allocations in an exchange economy with many traders". International Economic Review. 5 (2): 165–177. doi:10.2307/2525560. JSTOR 2525560. Debreu, Gérard (March 1991). "The Mathematization of economic theory". The American Economic Review. 81 (Presidential address delivered at the 103rd meeting of the American Economic Association, 29 December 1990, Washington, DC): 1–7. JSTOR 2006785. Vind, Karl (May 1964). "Edgeworth-allocations in an exchange economy with many traders". International Economic Review. 5 (2): 165–177. doi:10.2307/2525560. JSTOR 2525560.The concept of a convex set (i.e., a set containing the segment connecting any two of its points) had repeatedly been placed at the center of economic theory before 1964. It appeared in a new light with the introduction of integration theory in the study of economic competition: If one associates with every agent of an economy an arbitrary set in the commodity space and if one averages those individual sets over a collection of insignificant agents, then the resulting set is necessarily convex. [Debreu appends this footnote: "On this direct consequence of a theorem of A. A. Lyapunov, see Vind (1964)."] But explanations of the ... functions of prices ... can be made to rest on the convexity of sets derived by that averaging process. Convexity in the commodity space obtained by aggregation over a collection of insignificant agents is an insight that economic theory owes ... to integration theory. [Italics added]
Milton's description of concavity serves as the literary epigraph prefacing chapter seven of Arrow & Hahn (1980, p. 169), "Markets with non-convex preferences and production", which presents the results of Starr (1969). Arrow, Kenneth J.; Hahn, Frank H. (1980) [1971]. General competitive analysis. Advanced Textbooks in Economics. Vol. 12 (reprint of San Francisco, CA: Holden-Day, Inc. Mathematical Economics Texts 6 ed.). Amsterdam: North-Holland. ISBN 0-444-85497-5. MR 0439057. Starr, Ross M. (1969). "Quasi-equilibria in markets with non-convex preferences". Econometrica. 37 (1): 25–38. doi:10.2307/1909201. JSTOR 1909201. Appendix 2: The Shapley–Folkman theorem, pp. 35–37.A gulf profound as that Serbonian Bog
Betwixt Damiata and Mount Casius old,
Where Armies whole have sunk.
Bertsekas (1996, pp. 364–381) describes an application of Lagrangian dual methods to the scheduling of electrical power plants ("unit commitment problems"), where non-convexity appears because of integer constraints:
Bertsekas, Dimitri P. (1996). "5.6 Large scale separable integer programming problems and the exponential method of multipliers". Constrained optimization and Lagrange multiplier methods. Belmont, Mass.: Athena Scientific. ISBN 1-886529-04-3. MR 0690767. Reprint of (1982) Academic Press. Ekeland, Ivar (1999) [1976]. "Appendix I: An a priori estimate in convex programming". In Ekeland, Ivar; Temam, Roger (eds.). Convex analysis and variational problems. Classics in Applied Mathematics. Vol. 28 (Corrected reprinting of the North-Holland ed.). Philadelphia: Society for Industrial and Applied Mathematics (SIAM). pp. 357–373. ISBN 0-89871-450-8. MR 1727362. Aubin, J. P.; Ekeland, I. (1976). "Estimates of the duality gap in nonconvex optimization". Mathematics of Operations Research. 1 (3): 225–245. doi:10.1287/moor.1.3.225. JSTOR 3689565. MR 0449695. Bertsekas, Dimitri P. (1996). "5.6 Large scale separable integer programming problems and the exponential method of multipliers". Constrained optimization and Lagrange multiplier methods. Belmont, Mass.: Athena Scientific. ISBN 1-886529-04-3. MR 0690767. Reprint of (1982) Academic Press. Bertsekas, Dimitri P.; Lauer, Gregory S.; Sandell, Nils R. Jr.; Posbergh, Thomas A. (January 1983). "Optimal short-term scheduling of large-scale power systems" (PDF). IEEE Transactions on Automatic Control. 28 (1): 1–11. doi:10.1109/tac.1983.1103136. Retrieved 2 February 2011. Proceedings of 1981 IEEE Conference on Decision and Control, San Diego, CA, December 1981, pp. 432–443.Samuelson, Paul A. (November 1950). "The problem of integrability in utility theory". Economica. New Series. 17 (68): 355–385. doi:10.2307/2549499. JSTOR 2549499. MR 0043436.It will be noted that any point where the indifference curves are convex rather than concave cannot be observed in a competitive market. Such points are shrouded in eternal darkness—unless we make our consumer a monopsonist and let him choose between goods lying on a very convex "budget curve" (along which he is affecting the price of what he buys). In this monopsony case, we could still deduce the slope of the man's indifference curve from the slope of the observed constraint at the equilibrium point.
{{cite book}}: CS1 maint: ignored ISBN errors (link)Vind, Karl (May 1964). "Edgeworth-allocations in an exchange economy with many traders". International Economic Review. 5 (2): 165–177. doi:10.2307/2525560. JSTOR 2525560. Debreu, Gérard (March 1991). "The Mathematization of economic theory". The American Economic Review. 81 (Presidential address delivered at the 103rd meeting of the American Economic Association, 29 December 1990, Washington, DC): 1–7. JSTOR 2006785. Vind, Karl (May 1964). "Edgeworth-allocations in an exchange economy with many traders". International Economic Review. 5 (2): 165–177. doi:10.2307/2525560. JSTOR 2525560.The concept of a convex set (i.e., a set containing the segment connecting any two of its points) had repeatedly been placed at the center of economic theory before 1964. It appeared in a new light with the introduction of integration theory in the study of economic competition: If one associates with every agent of an economy an arbitrary set in the commodity space and if one averages those individual sets over a collection of insignificant agents, then the resulting set is necessarily convex. [Debreu appends this footnote: "On this direct consequence of a theorem of A. A. Lyapunov, see Vind (1964)."] But explanations of the ... functions of prices ... can be made to rest on the convexity of sets derived by that averaging process. Convexity in the commodity space obtained by aggregation over a collection of insignificant agents is an insight that economic theory owes ... to integration theory. [Italics added]
Bertsekas (1996, pp. 364–381) describes an application of Lagrangian dual methods to the scheduling of electrical power plants ("unit commitment problems"), where non-convexity appears because of integer constraints:
Bertsekas, Dimitri P. (1996). "5.6 Large scale separable integer programming problems and the exponential method of multipliers". Constrained optimization and Lagrange multiplier methods. Belmont, Mass.: Athena Scientific. ISBN 1-886529-04-3. MR 0690767. Reprint of (1982) Academic Press. Ekeland, Ivar (1999) [1976]. "Appendix I: An a priori estimate in convex programming". In Ekeland, Ivar; Temam, Roger (eds.). Convex analysis and variational problems. Classics in Applied Mathematics. Vol. 28 (Corrected reprinting of the North-Holland ed.). Philadelphia: Society for Industrial and Applied Mathematics (SIAM). pp. 357–373. ISBN 0-89871-450-8. MR 1727362. Aubin, J. P.; Ekeland, I. (1976). "Estimates of the duality gap in nonconvex optimization". Mathematics of Operations Research. 1 (3): 225–245. doi:10.1287/moor.1.3.225. JSTOR 3689565. MR 0449695. Bertsekas, Dimitri P. (1996). "5.6 Large scale separable integer programming problems and the exponential method of multipliers". Constrained optimization and Lagrange multiplier methods. Belmont, Mass.: Athena Scientific. ISBN 1-886529-04-3. MR 0690767. Reprint of (1982) Academic Press. Bertsekas, Dimitri P.; Lauer, Gregory S.; Sandell, Nils R. Jr.; Posbergh, Thomas A. (January 1983). "Optimal short-term scheduling of large-scale power systems" (PDF). IEEE Transactions on Automatic Control. 28 (1): 1–11. doi:10.1109/tac.1983.1103136. Retrieved 2 February 2011. Proceedings of 1981 IEEE Conference on Decision and Control, San Diego, CA, December 1981, pp. 432–443.Milton's description of concavity serves as the literary epigraph prefacing chapter seven of Arrow & Hahn (1980, p. 169), "Markets with non-convex preferences and production", which presents the results of Starr (1969). Arrow, Kenneth J.; Hahn, Frank H. (1980) [1971]. General competitive analysis. Advanced Textbooks in Economics. Vol. 12 (reprint of San Francisco, CA: Holden-Day, Inc. Mathematical Economics Texts 6 ed.). Amsterdam: North-Holland. ISBN 0-444-85497-5. MR 0439057. Starr, Ross M. (1969). "Quasi-equilibria in markets with non-convex preferences". Econometrica. 37 (1): 25–38. doi:10.2307/1909201. JSTOR 1909201. Appendix 2: The Shapley–Folkman theorem, pp. 35–37.A gulf profound as that Serbonian Bog
Betwixt Damiata and Mount Casius old,
Where Armies whole have sunk.