Computational Experience with General Equilibrium Problems

Bachem, Achim and Hochstättler, Winfried and Steckemetz, Barthel and Volmer, Andreas (1996) Computational Experience with General Equilibrium Problems.
Published in: Computational optimization and applications Vol. 6 (3). pp. 213-225.

Abstract

We report on computational experience with an implementation of three algorithms for the general economic equilibrium problem. As a result we get that the projection algorithm for variational inequalities increases the size of solvable models by a factor of 5-10 in comparison with the classical homotopy method. As a third approach we implemented a simulated annealing heuristic which might be suitable to estimate equilibria for very large models.


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Deposit Information:
ZAIK Number: zpr93-134
Depositing User: Winfried Hochstättler
Date Deposited: 02 Apr 2001 00:00
Last Modified: 19 Jan 2012 13:46
URI: http://e-archive.informatik.uni-koeln.de/id/eprint/134