A note on solving general equilibrium problems with variational inequality techniques

DOI10.1016/0167-6377(90)90028-4zbMath0711.90012OpenAlexW2068846040MaRDI QIDQ922923

Lynne Goldsman, Patrick T. Harker

Publication date: 1990

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(90)90028-4

zbMATH Keywords

fixed pointsNewton's methodnonlinear complementarityaccelerated linear Jacobi method

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) General equilibrium theory (91B50) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

• Unnamed Item
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• Accelerating the convergence of the diagonalization and projection algorithms for finite-dimensional variational inequalities
• On the formulation and solution of economic equilibrium models
• Computation of economic equilibria by a sequence of linear complementarity problems
• Computational Experience in Solving Equilibrium Models by a Sequence of Linear Complementarity Problems

This page was built for publication: A note on solving general equilibrium problems with variational inequality techniques