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 …
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 …
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 …
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 …
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 …
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
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 …
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 …
variables, when the underlying functions are continuously differentiable and their derivative …
Efficient acceleration techniques for fixed point algorithms
Recently, Saigal has presented an acceleration technique whereby the fixed point
algorithms based on complementary pivoting can be made to converge quadratically. In this …
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 …
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 …
complementary pivoting in triangulations. In terms of measures for triangulation introduced …