Computational experience with general equilibrium problems

DOI10.1007/BF00247792MaRDI QIDQ1814988zbMATH OpenFDO

Authors Winfried. Hochstättler, B. Steckemetz, A. Volmer, Achim Bachem

Publication date 15 December 1996

Published in Computational Optimization and Applications (Search for Journal in Brave)

zbMATH Keywords

variational inequalitiesprojection algorithmhomotopy methodgeneral economic equilibrium problemsimulated annealing heuristic

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3831632 (Why is no real title available?)
• scientific article; zbMATH DE number 3716008 (Why is no real title available?)
• A variable dimension algorithm for the linear complementarity problem
• General economic equilibrium and variational inequalities
• Stochastic techniques for global optimization: A survey of recent advances

Cited in

(15)

• Stochastic Newton-like methods for computing equilibria in general equilibrium models
• Approximate Generalizations and Computational Experiments
• Computing equilibria in general equilibrium models via interior-point methods
• Computation of economic equilibria by a sequence of linear complementarity problems
• Parallel algorithm for calculating general equilibrium in multiregion economic growth models
• scientific article; zbMATH DE number 1617971 (Why is no real title available?)
• scientific article; zbMATH DE number 4137490 (Why is no real title available?)
• An introduction to the octahedral algorithm for the computation of economic equilibria
• Computing solutions to generalized equilibrium models by successive under-relaxation
• Sequential optimization and complementarity techniques for computing economic equilibria
• Alternative algorithms for computing economic equilibria
• Computational Experience in Solving Equilibrium Models by a Sequence of Linear Complementarity Problems
• A note on solving general equilibrium problems with variational inequality techniques
• Value management
• Assessment of several algorithms for multi-period market equilibrium models with geometric distributed lag demand

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