Alternative algorithms for computing economic equilibria

DOI10.1007/BFb0121031zbMath0574.90092OpenAlexW79019113MaRDI QIDQ3693300

Paul V. Preckel

Publication date: 1985

Published in: Mathematical Programming Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0121031

zbMATH Keywords

linear complementarityquasi-Newton methodsnumerical experiencecomputation of economic equilibriapiecewise-linear homotopy methodssequences of linear programs

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) General equilibrium theory (91B50) Large-scale systems (93A15)

Related Items (3)

NE/SQP: A robust algorithm for the nonlinear complementarity problem ⋮ An algorithm based on a sequence of linear complementarity problems applied to a walrasian equilibrium model: An example ⋮ Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications

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