Algorithms for solving nonlinear dynamic decision models

DOI10.1007/BF02061063MaRDI QIDQ1308656zbMATH OpenOpenAlexFDO

Authors Robin Becker, Berç Rustem

Publication date 10 December 1993

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02061063

zbMATH Keywords

convergence rateNewton-type algorithms

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Economic growth models (91B62)

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Cites work

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• A contraction algorithm for finding small cycle cutsets
• An Implementation of Tarjan's Algorithm for the Block Triangularization of a Matrix
• Depth-First Search and Linear Graph Algorithms
• Multiparameter extrapolation and deflation methods for solving equation systems
• On the Global Convergence of Broyden's Method
• Successive column correction algorithms for solving sparse nonlinear systems of equations

Cited in

(12)

• Incomplete decomposition algorithms for discrete dynamic nonlinear models
• Krylov methods for solving models with forward-looking variables
• Hybrid algorithms with automatic switching for solving nonlinear equation systems
• Newton-like method for nonlinear banded block diagonal system
• The Gauss-Seidel-quasi-Newton method: a hybrid algorithm for solving dynamic economic models
• Forward-looking variables in deterministic control
• Some issues in solving large sparse systems of equations
• Equation reordering for iterative processes ? a comment
• Inexact Newton methods for model simulation
• On comparative-static analysis in numerical nonlinear economic models
• A Newton's algorithm for solving multicountry econometric models
• Sparse direct methods for model simulation

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