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Computational experience with general equilibrium problems
1996
Computational optimization and applications
We report on computational experience with an implementation of three algorithms for the general economic equilibrium problem. As a result we get that the projection algorithm for variational inequalities increases the size of solvable models by a factor of 5-10 in comparison with the classical homotopy method. As a third approach we implemented a simulated annealing heuristic which might be suitable to estimate equilibria for very large models.
doi:10.1007/bf00247792
fatcat:64dage6idrbpjcqgxh33qdcglm