OPTIMIZATION OF CAPITAL INVESTMENT DISTRIBUTION BASED ON A DYNAMIC MATHEMATICAL MODEL

Abstract

The article considers dynamic optimization problems for the distribution of investments between sectors of the country’s economy. Leontiev’s «input-output» and Solow’s models were used to construct extremum problems. The objective is to maximize the gross domestic product under limited investment volumes. The constructed mathematical programming problem is proved to belong to the class of smooth and convex extremum problems. By using the conditional gradient method, the optimal distribution of investments for the Ukrainian economy was calculated. Keywords: optimization, investment distribution, mathematical model, production function, gross domestic product, method.