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

activity analysisBenders' decompositioncomputation of economic equilibrialarge-scale economic equilibriumprojected Lagrangiansequential quadratic

Mathematics Subject Classification ID

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

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Cited in

(12)

• Convergence of multiperiod equilibrium calculations, with geometric distributed lag demand
• scientific article; zbMATH DE number 4137490 (Why is no real title available?)
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• Alternative algorithms for computing economic equilibria
• Computation of economic equilibria by a sequence of linear complementarity problems
• Computational Experience in Solving Equilibrium Models by a Sequence of Linear Complementarity Problems
• Tatonnement Procedures for Linearly Constrained Convex Optimization
• An algorithm based on a sequence of linear complementarity problems applied to a walrasian equilibrium model: An example
• scientific article; zbMATH DE number 865582 (Why is no real title available?)
• Extension of GAMS for complementarity problems arising in applied economic analysis
• NE/SQP: A robust algorithm for the nonlinear complementarity problem
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications

Describes a project that uses

Uses Software

• MINOS

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