A quadratically-convergent fixed-point algorithm for economic equilibria and linearly constrained optimization

DOI10.1007/BF01588307MaRDI QIDQ3867585zbMATH OpenFDO

Authors Michael J. Todd

Publication date 1980

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01588307

zbMATH Keywords

economic equilibriafixed-point algorithmlinearly constrained optimizationquadratic convergence

Mathematics Subject Classification ID

Rate of convergence, degree of approximation (41A25) Fixed-point and coincidence theorems (topological aspects) (54H25) Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Mathematical programming (90C99) General equilibrium theory (91B50)

Cites work

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Cited in

(3)

• Solving inequality constrained optimization problems by differential homotopy continuation methods
• Exploiting structure in piecewise-linear homotopy algorithms for solving equations
• An efficient simplicial algorithm for computing a zero of a convex union of smooth functions

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