On Convergence of the PIES Algorithm for Computing Equilibria

convergence existence uniqueness activity analysis partial equilibrium shadow price computation of economic equilibria integrability property continuous market supply functions PIES algorithm project independence evaluation system

Mathematics Subject Classification ID

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

Cited In (20)

Asymmetric variational inequality problems over product sets: Applications and iterative methods
A Gauss-Seidel iteration method for nonlinear variational inequality problems over rectangles
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
Pure competition, regulated and Stackelberg equilibria: Application to the energy system of Québec
A Benders decomposition method for solving stochastic complementarity problems with an application in energy
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
Assessment of several algorithms for multi-period market equilibrium models with geometric distributed lag demand
A variable-dimension homotopy on networks for computing linear spatial equilibria

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