The computation of equilibrium prices: an exposition

HE Scarf - Handbook of mathematical economics, 1982 - Elsevier
Publisher Summary A demonstration of the existence of equilibrium prices for a general
Walrasian model of competitive behavior necessarily makes use of some variant of …

[图书][B] Numerical continuation methods: an introduction

EL Allgower, K Georg - 2012 - books.google.com
Over the past fifteen years two new techniques have yielded extremely important
contributions toward the numerical solution of nonlinear systems of equations. This book …

Some global convergence properties of a variable metric algorithm for minimization without exact line searches

MJD Powell - Nonlinear programming, 1976 - books.google.com
Our objective here is to present a precise, unified, and reasonably comprehensive view of a
new and powerful method for solving equations. This method has emerged over the last …

Simplicial and continuation methods for approximating fixed points and solutions to systems of equations

E Allgower, K Georg - Siam review, 1980 - SIAM
This paper presents a digest of recently developed simplicial and continuation methods for
approximating fixed-points or zero-points of nonlinear finite-dimensional mappings …

[PDF][PDF] The computation of equilibrium prices: an exposition

HE Scarf - 1977 - elischolar.library.yale.edu
Note: Cowles Foundation Discussion Papers are preliminary materials circulated to
stimulate discussion and critical comment. Requests for single copies of a Paper will be …

Optimal pricing of correlated product options under the paired combinatorial logit model

H Li, S Webster - Operations Research, 2017 - pubsonline.informs.org
In this paper, we study price optimization with price-demand relationships captured by the
paired combinatorial logit (PCL) model, which overcomes restrictions of the well-studied …

On the convergence rate of algorithms for solving equations that are based on methods of complementary pivoting

R Saigal - Mathematics of Operations Research, 1977 - pubsonline.informs.org
This paper considers the problem of solving a system of n nonlinear equations in n
variables, when the underlying functions are continuously differentiable and their derivative …

Efficient acceleration techniques for fixed point algorithms

R Saigal, MJ Todd - SIAM Journal on Numerical Analysis, 1978 - SIAM
Recently, Saigal has presented an acceleration technique whereby the fixed point
algorithms based on complementary pivoting can be made to converge quadratically. In this …

The octahedral algorithm, a new simplicial fixed point algorithm

AH Wright - Mathematical Programming, 1981 - Springer
A new variable dimension simplicial algorithm for the computation of solutions of systems of
nonlinear equations or the computation of fixed points is presented. It uses the restrart …

Improving the convergence of fixed-point algorithms

MJ Todd - Complementarity and fixed point problems, 1978 - Springer
We consider methods to improve the convergence of fixed-point algorithms using
complementary pivoting in triangulations. In terms of measures for triangulation introduced …