Mathematical Programming: Series A and B
Exchange price equilibria and variational inequalities
Mathematical Programming: Series A and B
Mathematical Programming: Series A and B
A Logarithmic-Quadratic Proximal Method for Variational Inequalities
Computational Optimization and Applications - Special issue on computational optimization—a tribute to Olvi Mangasarian, part I
Lagrangian Duality and Related Multiplier Methods for Variational Inequality Problems
SIAM Journal on Optimization
Convergence Rates in Forward--Backward Splitting
SIAM Journal on Optimization
Ample Parameterization of Variational Inclusions
SIAM Journal on Optimization
Computing Equilibria in General Equilibrium Models via Interior-pointMethods
Computational Economics
A Polynomial Time Algorithm for Computing the Arrow-Debreu Market Equilibrium for Linear Utilities
FOCS '04 Proceedings of the 45th Annual IEEE Symposium on Foundations of Computer Science
A path to the Arrow–Debreu competitive market equilibrium
Mathematical Programming: Series A and B
A non-interior-point smoothing method for variational inequality problem
Journal of Computational and Applied Mathematics
Journal of Global Optimization
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Variational inequality representations are set up for a general Walrasian model of consumption and production with trading in a market. The variational inequalities are of functional rather than geometric type and therefore are able to accommodate a wider range of utility functions than has been covered satisfactorily in the past. They incorporate Lagrange multipliers for budget constraints, which are shown to lead to an enhanced equilibrium framework with features of collective optimization. Existence of such an enhanced equilibrium is confirmed through a new result about solutions to nonmonotone variational inequalities over bounded domains. Truncation arguments with specific estimates, based on the data in one economic model, are devised to transform the unbounded variational inequality that naturally comes up into a bounded one having the same solutions.