Computing equilibria in general equilibrium models via interior-point methods

被引：11

作者：

Esteban-Bravo M. ^{[1
]}

机构：

[1] Department of Computing, Imperial College of Science, Technology and Medicine, London

来源：

Computational Economics | 2004年 / 23卷 / 2期

关键词：

Computation of equilibria; General equilibrium; Interior-point methods;

D O I：

10.1023/B:CSEM.0000021673.38534.ef

中图分类号：

学科分类号：

摘要：

In this paper we study new computational methods to find equilibria in general equilibrium models. We first survey the algorithms to compute equilibria that can be found in the literature on computational economics and we indicate how these algorithms can be improved from the computational point of view. We also provide alternative algorithms that are able to compute the equilibria in an efficient manner even for large-scale models, based on interior-point methods. We illustrate the proposed methods with some examples taken from the literature on general equilibrium models. © 2004 Kluwer Academic Publishers.

引用

页码：147 / 171

页数：24