On Equilibrium Pricing as Convex Optimization

DOI10.4208/jcm.1003-m0001zbMath1240.91101OpenAlexW4235814878MaRDI QIDQ3110354

Li-Hua Chen, Yinyu Ye, Jia-Wei Zhang

Publication date: 27 January 2012

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/jcm.1003-m0001

zbMATH Keywords

convex optimizationcompetitive economy equilibriumnon-homogeneous utility

Mathematics Subject Classification ID

Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51) General equilibrium theory (91B50)