Mathematical Programming: Series A and B
Practical methods of optimization; (2nd ed.)
Practical methods of optimization; (2nd ed.)
Mathematical Programming: Series A and B
Matrix computations (3rd ed.)
Primal-dual interior-point methods
Primal-dual interior-point methods
Iterative solution of nonlinear equations in several variables
Iterative solution of nonlinear equations in several variables
An Interior Point Algorithm for Large-Scale Nonlinear Programming
SIAM Journal on Optimization
Numerical Methods for Unconstrained Optimization and Nonlinear Equations (Classics in Applied Mathematics, 16)
Variational Inequalities and Economic Equilibrium
Mathematics of Operations Research
An experimental study of different approaches to solve the market equilibrium problem
Journal of Experimental Algorithmics (JEA)
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In this paper we study new computational methods to find equilibria in generalequilibrium models. We first survey the algorithms to compute equilibria thatcan be found in the literature on computational economics and we indicate howthese algorithms can be improved from the computational point of view. We alsoprovide alternative algorithms that are able to compute the equilibria in anefficient manner even for large-scale models, based on interior-point methods.We illustrate the proposed methods with some examples taken from theliterature on general equilibrium models.