Sequential optimization and complementarity techniques for computing economic equilibria

DOI10.1007/BFB0121032zbMath0574.90093OpenAlexW1512668642MaRDI QIDQ3693301

John C. Stone

Publication date: 1985

Published in: Mathematical Programming Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0121032

zbMATH Keywords

Benders' decompositionactivity analysisprojected Lagrangiancomputation of economic equilibrialarge-scale economic equilibriumsequential quadratic

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) General equilibrium theory (91B50) Large-scale systems (93A15)

Related Items (3)

Convergence of multiperiod equilibrium calculations, with geometric distributed lag demand ⋮ NE/SQP: A robust algorithm for the nonlinear complementarity problem ⋮ Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications

Uses Software

• MINOS

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