A note on solving general equilibrium problems with variational inequality techniques

DOI10.1016/0167-6377(90)90028-4MaRDI QIDQ922923zbMATH OpenOpenAlexFDO

Authors Lynne Goldsman, Patrick T. Harker

Publication date 1990

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(90)90028-4

zbMATH Keywords

accelerated linear Jacobi methodfixed pointsNewton's methodnonlinear complementarity

Mathematics Subject Classification ID

Variational inequalities (49J40) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Applications of mathematical programming (90C90) General equilibrium theory (91B50)

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Cites work

• Accelerating the convergence of the diagonalization and projection algorithms for finite-dimensional variational inequalities
• Computation of economic equilibria by a sequence of linear complementarity problems
• Computational Experience in Solving Equilibrium Models by a Sequence of Linear Complementarity Problems
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• scientific article; zbMATH DE number 3487169 (Why is no real title available?)
• On the formulation and solution of economic equilibrium models

Cited in

(4)

• A Newton's algorithm for solving multicountry econometric models
• A pathsearch damped Newton method for computing general equilibria
• scientific article; zbMATH DE number 4137490 (Why is no real title available?)
• Stochastic Newton-like methods for computing equilibria in general equilibrium models

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