A pathsearch damped Newton method for computing general equilibria
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Publication:2365112
DOI10.1007/BF02209613zbMATH Open0868.90012MaRDI QIDQ2365112FDOQ2365112
Authors: Steven P. Dirkse, Michael C. Ferris 
Publication date: 4 August 1997
Published in: Annals of Operations Research (Search for Journal in Brave)
Recommendations
Computational methods for problems pertaining to operations research and mathematical programming (90-08) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) General equilibrium theory (91B50)
Cites Work
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Cited In (11)
- Self-concordant inclusions: a unified framework for path-following generalized Newton-type algorithms
- Improvements of the Newton-Raphson method
- General equilibrium models and homotopy methods
- A structure-preserving pivotal method for affine variational inequalities
- A new method for solving Pareto eigenvalue complementarity problems
- Master problem approximations in Dantzig-Wolfe decomposition of variational inequality problems with applications to two energy market models
- A note on solving general equilibrium problems with variational inequality techniques
- A path to the Arrow-Debreu competitive market equilibrium
- Tacit collusion games in pool-based electricity markets under transmission constraints
- Complementarity problems in GAMS and the PATH solver
- Implementation of a continuation method for normal maps
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