Combining a path method and parametric linear programming for the computation of competitive equilibria

DOI10.1007/BF01583785zbMath0479.90025OpenAlexW1979008560MaRDI QIDQ3938798

Thomas R. Elken

Publication date: 1982

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01583785

zbMATH Keywords

global Newton methodhomotopy methodcontinuation methodcomputational experienceequilibrium pointparametric linear programmingpath following methodcomputation of equilibriapiecewise linear economies

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Fixed-point and coincidence theorems (topological aspects) (54H25) General equilibrium theory (91B50)

Cites Work

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• Zur Lösung parameterabhängiger nichtlinearer Gleichungen mit singulären Jacobi-Matrizen
• A convergent process of price adjustment and global Newton methods
• Computation of Competitive Equilibria by a Sequence of Linear Programs
• A Constructive Proof of the Brouwer Fixed-Point Theorem and Computational Results
• The Bilinear Complementarity Problem and Competitive Equilibria of Piecewise Linear Economic Models
• An algorithm for a piecewise linear model of trade and production with negative prices and bankruptcy
• Conjugates and Legendre Transforms of Convex Functions
• The Coefficient of Resource Utilization

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