J. (Jan) Brinkhuis

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.

  • 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. doi: http://dx.doi.org/10.1007/s10957-009-9574-8[go to publisher's site]
  • Brinkhuis, J. (2009). A linear programming proof of the second order conditions of nonlinear programming. European Journal of Operational Research, 192 (3), 1001-1007. doi: http://dx.doi.org/10.1016/j.ejor.2007.10.062[go to publisher's site]
  • Brinkhuis, J. & Zhang, S. (2008). A D-Induced Duality and Its Applications. Mathematical Programming, 114 (1), 149-182. doi: http://dx.doi.org/10.1007/s10107-007-0097-5[go to publisher's site]
  • Brinkhuis, J. (2007). Descent: an optimization point of view on different fields. European Journal of Operational Research, 181 (1), 10-19. doi: http://dx.doi.org/10.1016/j.ejor.2006.06.008[go to publisher's site]
  • Brinkhuis, J. & Tikhomirov, V. (2006). Duality and calculus of convex objects (theory and applications). Sbornik. Mathematics (USSR), 198 (2), 171-206. doi: http://dx.doi.org/10.1070/SM2007v198n02ABEH003833
  • Brinkhuis, J. & Protasov, V. (2005). Theory of extremum in simple examples. Mathematical Education, 9, 32-55.
  • 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. doi: http://dx.doi.org/10.1016/S0167-6377(03)00056-7
  • 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. (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. (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. (1994). On a comparison of Gauss sums with product of Lagrange resolvents. Compositio Mathematica, 93, 155-170.
  • Brinkhuis, J. & Tikhomirov, V. (2005). Optimization: insights and applications. Princeton: Princeton University Press.
  • Brinkhuis, J. (1994). On shadowprices, Linearization by minorization in the theory of extrenal problems. In @ @ (Ed.), Convex analysis, submitted 1994. @: @.
  • 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.
Current courses

Address

Visiting address

Office: Tinbergen Building H11-16
Burgemeester Oudlaan 50
3062 PA Rotterdam

Postal address

Postbus 1738
3000 DR Rotterdam
Netherlands

Work in progress

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).

Latest publication

Brinkhuis, J. & Protassov, V. (2010). A simple proof of the multiplier rule (working paper).