Gauss-Seidel-Newton-Armijo approach for minimization problems on the non- negative orthant. Application to spatial price equilibrium problems

DOI10.1016/0377-2217(92)90351-9zbMath0767.90061OpenAlexW1997708693MaRDI QIDQ1197676

Jacques A. Ferland, Jean-Pierre Crouzeix, Lourdes Zubieta

Publication date: 16 January 1993

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(92)90351-9

zbMATH Keywords

global convergenceArmijo rulespatial price equilibriumNewton approachGauss-Seidel type iterative approachinaccurate line search

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90) General equilibrium theory (91B50) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Spatial models in sociology (91D25)

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