Sequential optimization and complementarity techniques for computing economic equilibria

DOI10.1007/BFB0121032MaRDI QIDQ3693301zbMATH OpenOpenAlexFDO

Authors John C. Stone

Publication date 1985

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

Full work available at URL https://doi.org/10.1007/bfb0121032

zbMATH Keywords

Benders' decompositionactivity analysisprojected Lagrangiancomputation of economic equilibrialarge-scale economic equilibriumsequential quadratic

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) 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)

Recommendations

• Alternative algorithms for computing economic equilibria
• Computation of economic equilibria by a sequence of linear complementarity problems
• scientific article; zbMATH DE number 4141760
• Computational Experience in Solving Equilibrium Models by a Sequence of Linear Complementarity Problems
• Computational experience with general equilibrium problems

Cited in

(10)

• Extension of GAMS for complementarity problems arising in applied economic analysis
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• NE/SQP: A robust algorithm for the nonlinear complementarity problem
• Computation of economic equilibria by a sequence of linear complementarity problems
• An algorithm based on a sequence of linear complementarity problems applied to a walrasian equilibrium model: An example
• scientific article; zbMATH DE number 4137490 (Why is no real title available?)
• Convergence of multiperiod equilibrium calculations, with geometric distributed lag demand
• Alternative algorithms for computing economic equilibria
• Computational Experience in Solving Equilibrium Models by a Sequence of Linear Complementarity Problems
• scientific article; zbMATH DE number 4141760 (Why is no real title available?)

Describes a project that uses

Uses Software

• MINOS

This page was built for publication: Sequential optimization and complementarity techniques for computing economic equilibria

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3693301)