On the convergence of the decoupling algorithm for multiperiod equilibrium models

Authors:
J.David Fuller;Frederic H. Murphy
Affiliations:
Department of Management Sciences, University of Waterloo, Waterloo, Ont., Canada N2L 3G1;School of Business and Management, Temple University, Philadelphia, PA 19122, USA
Venue:
Operations Research Letters
Year:
1998

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Abstract

We examine two alternative approaches to solving sequences of mathematical programs for finding multi-period, economic equilibria. The alternatives use different approximations to the lag structure in demand, reflecting different underlying assumptions about the supply linkages across time periods. The convergence properties for both alternatives are developed and compared under different assumptions about the nature of supply.