A quadratically-convergent fixed-point algorithm for economic equilibria and linearly constrained optimization
From MaRDI portal
Publication:3867585
DOI10.1007/BF01588307zbMath0429.90081MaRDI QIDQ3867585
Publication date: 1980
Published in: Mathematical Programming (Search for Journal in Brave)
Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Fixed-point and coincidence theorems (topological aspects) (54H25) General equilibrium theory (91B50) Rate of convergence, degree of approximation (41A25) Mathematical programming (90C99)
Related Items
Solving inequality constrained optimization problems by differential homotopy continuation methods, Exploiting structure in piecewise-linear homotopy algorithms for solving equations, An efficient simplicial algorithm for computing a zero of a convex union of smooth functions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A note on computing equilibria in economies with activity analysis models of production
- The computation of fixed points and applications
- Simplicial and Continuation Methods for Approximating Fixed Points and Solutions to Systems of Equations
- An improvement of fixed point algorithms by using a good triangulation
- The Solution of Systems of Piecewise Linear Equations
- A simplicial algorithm for the nonlinear complementarity problem
- On triangulations for computing fixed points
- On the existence and uniqueness of solutions in nonlinear complementarity theory
- Computing stationary points
- A modification of todd's triangulationJ 3
- On the Convergence Rate of Algorithms for Solving Equations that are Based on Methods of Complementary Pivoting
- Efficient Acceleration Techniques for Fixed Point Algorithms
- Improving the convergence of fixed-point algorithms
- Homotopies for computation of fixed points
- Bimatrix Equilibrium Points and Mathematical Programming
- Convex Analysis
- Homotopies for computation of fixed points on unbounded regions
