On Convergence of the PIES Algorithm for Computing Equilibria

DOI10.1287/OPRE.30.2.281MaRDI QIDQ3939552zbMATH OpenOpenAlexFDO

Authors Byong-Hun Ahn, William W. Hogan

Publication date 1982

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.30.2.281

zbMATH Keywords

convergenceexistenceuniquenessactivity analysispartial equilibriumshadow pricecomputation of economic equilibriaintegrability propertycontinuous market supply functionsPIES algorithmproject independence evaluation system

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) General equilibrium theory (91B50)

Cited in

(20)

• A Gauss-Seidel iteration method for nonlinear variational inequality problems over rectangles
• Asymmetric variational inequality problems over product sets: Applications and iterative methods
• Benders decomposition for a class of variational inequalities
• Stochastic equilibrium models for generation capacity expansion
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• On the convergence of the decoupling algorithm for multiperiod equilibrium models
• A smooth path-following algorithm for market equilibrium under a class of piecewise-smooth concave utilities
• Iterative methods for linear complementarity problems with upperbounds on primary variables
• Spatial market equilibrium problems as network models
• Integrated assessment of energy policies: decomposing top-down and bottom-up
• A Benders decomposition method for solving stochastic complementarity problems with an application in energy
• Pure competition, regulated and Stackelberg equilibria: Application to the energy system of Québec
• Dantzig-Wolfe decomposition of variational inequalities
• Master problem approximations in Dantzig-Wolfe decomposition of variational inequality problems with applications to two energy market models
• Convergence of multiperiod equilibrium calculations, with geometric distributed lag demand
• Further applications of a splitting algorithm to decomposition in variational inequalities and convex programming
• On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach
• A relaxed projection method for variational inequalities
• A variable-dimension homotopy on networks for computing linear spatial equilibria
• Assessment of several algorithms for multi-period market equilibrium models with geometric distributed lag demand

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