Computing Economic Equilibria through Nonsmooth Optimization

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/1011 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/1011 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/1011 archive 351 disk0/00/00/09/84 2016-01-15 01:45:35 2021-08-27 17:09:05 2016-01-15 01:45:35 monograph show 2 Keyzer M.A. AL1626 Lemarechal C. AL0228 Mifflin R. AL0268 Computing Economic Equilibria through Nonsmooth Optimization pub iis_ecn iis_met iis_fag prog_fag prog_sds In the first section the problem of nonsmooth optimization is described in general terms, setting the precise hypothesis in mathematical language. Section 2 describes the principles of an example which arises in the context of the linkage of national models of food and agriculture. The general methodology is presented in Section 3, where the algorithm of solution is outlined. Section 4 reports on an extensive set of numerical experiments, both on problems known in the literature, and on the example of Section 2. Finally the paper concludes with some remarks about improvements of the algorithm, which motivate further research on the subject. 1978-03 published RM-78-013 RM-78-013 10 2645 2110 2190 public research_memorandum IIASA, Laxenburg, Austria 20 FALSE info:eu-repo/semantics/book