Implementational Issues and Computational Performance Solving Applied General Equilibrium Models with SLCP

This paper reports on an implementation of Mathiesen's sequential method for solving applied general equilibrium models. In this approach, the underlying nonlinear complementarity problem is solved by successive linearization. The paper discusses model formulation, implementation and performance. Several test problems and empirical models are used to evaluate efficiency and robustness.

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Year of publication:	1987-05
Authors:	Rutherford, Thomas
Institutions:	Cowles Foundation for Research in Economics, Yale University
Subject:	General equilibrium models \| algorithm \| numerical modeling

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Extent:	application/pdf
Series:	Cowles Foundation Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	The price is None Number 837 34 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005762640