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J. (Jan) Brinkhuis

Assistant Professor

Jan Brinkhuis
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Programme:
Logistics & Information Systems
ERIM Membership:
Member ERIM (since 2007)
Profile

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.

Work in progress (3)
  • 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).
Publications (21)
  • Articles (18)
    • 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. (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. & 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.
    • Brinkhuis, J. (2001). On the fermat-lagrange principle for mixed smooth convex extremal problems. Sbornik. Mathematics (USSR), 192(5), 641-649.
    • 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). 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.
    • 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.
  • Books
    • Brinkhuis, J. & Tikhomirov, V. (2005). Optimization: insights and applications. Princeton: Princeton University Press.
  • Book contributions
    • Brinkhuis, J. (1994). On shadowprices, Linearization by minorization in the theory of extrenal problems. In @ @ (Ed.), Convex analysis, submitted 1994. @: @.
  • Professional publications
    • 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.
Doctoral courses (2)
2012/2013 Stochastic Dynamic Optimisation
Code: BERM.AMC.008
ECTS: 4
Course level: Advanced Methodology

2011/2012 Stochastic Dynamic Optimization
Code: BERM.AMC.008
ECTS: 4
Course level: Advanced Methodology

Events (2)
May 9, 2008 An Optimal Strategy in the Modified Nerlove-Arrow Advertising
  ERIM Research Seminar | Logistics

Sep 30, 2005 A Comprehensive View on Optimization: Reasonable Descent
  ERIM Research Seminar | Logistics

Visiting address
Office: H11-16
Burgemeester Oudlaan 50
3062 PA, Rotterdam
Netherlands
Postal address
Postbus 1738
3000 DR, Rotterdam
Netherlands
 

Work in progress

Publications
  • 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. (2009). Convex Duality and Calculus: Reduction to Cones. Journal of Optimization Theory and Applications, 143, 439-453.

Course

Stochastic Dynamic Optimisation


Course details and application