A smooth path-following algorithm for market equilibrium under a class of piecewise-smooth concave utilities
From MaRDI portal
Publication:1616935
DOI10.1007/s10589-018-0009-zzbMath1409.90223OpenAlexW2803347773WikidataQ129787938 ScholiaQ129787938MaRDI QIDQ1616935
Publication date: 7 November 2018
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-018-0009-z
Minimax problems in mathematical programming (90C47) Special types of economic equilibria (91B52) Sensitivity, stability, parametric optimization (90C31)
Related Items
An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games ⋮ A differentiable path-following algorithm for computing perfect stationary points ⋮ An arbitrary starting tracing procedure for computing subgame perfect equilibria ⋮ Computing equilibria for markets with constant returns production technologies
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A FPTAS for computing a symmetric leontief competitive economy equilibrium
- A smooth method for the finite minimax problem
- Computing equilibria in general equilibrium models via interior-point methods
- An interior-point path-following algorithm for computing a Leontief economy equilibrium
- Exchange market equilibria with Leontief's utility: freedom of pricing leads to rationality
- A barrier function method for minimax problems
- A convergent process of price adjustment and global Newton methods
- On the complexity of the parity argument and other inefficient proofs of existence
- Optimization. Algorithms and consistent approximations
- General equilibrium models and homotopy methods
- A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets
- A path to the Arrow-Debreu competitive market equilibrium
- Market equilibrium under separable, piecewise-linear, concave utilities
- Market equilibrium via a primal--dual algorithm for a convex program
- A Complementary Pivot Algorithm for Market Equilibrium under Separable, Piecewise-Linear Concave Utilities
- Spending Is Not Easier Than Trading: On the Computational Equivalence of Fisher and Arrow-Debreu Equilibria
- Finite solution of pure trade markets with Cobb-Douglas utilities
- Smooth Optimization Methods for Minimax Problems
- Variable metric methods for minimizing a class of nondifferentiable functions
- Orientation in Complementary Pivot Algorithms
- A smoothing-out technique for min—max optimization
- A bundle type approach to the unconstrained minimization of convex nonsmooth functions
- On Convergence of the PIES Algorithm for Computing Equilibria
- A Decomposition Algorithm for General Equilibrium Computation with Application to International Trade Models
- A Constructive Proof of the Brouwer Fixed-Point Theorem and Computational Results
- Objective function approximations in mathematical programming
- Nonlinear leastpth optimization and nonlinear programming
- An Efficient Method to Solve the Minimax Problem Directly
- An Adjustment Process for an Economy with Linear Production Technologies
- Homotopies for computation of fixed points
- General Equilibrium with Taxes: A Computational Procedure and an Existence Proof
- Settling the Complexity of Arrow-Debreu Equilibria in Markets with Additively Separable Utilities
- An Incremental Method for Solving Convex Finite Min-Max Problems
- Variational Inequalities and Economic Equilibrium
- A Polynomial Time Algorithm for Computing an Arrow–Debreu Market Equilibrium for Linear Utilities
- The Approximation of Fixed Points of a Continuous Mapping
- A Regularization Method for Solving the Finite Convex Min-Max Problem
- Existence of an Equilibrium for a Competitive Economy