G2TT
来源类型Article
规范类型其他
Tatonnement procedures for linearly constrained convex optimization.
Kallio MJ; Salo S
发表日期1994
出处Management Science 40 (6): 788-797.
出版年1994
语种英语
摘要The emphasis in this article is to exploit the fact that precision requirements for solutions of most economic models in practice are moderate only. A simple approach is introduced for solving linearly constrained partial equilibrium models based on an iterative scheme similar to the simplex method. It allows large-scale models to be solved, within a practical tolerance, efficiently even in a micro computer environment. Extensions to linearly constrained convex optimization problems are presented. Finally, a set of computational tests on 68 linear programs from the NETLIB library is reported. Comparison of our approach with the simplex method (using MINOS 5.1) and with Karmarkar's algorithm is reported. For moderate precision requirements these preliminary results are highly encouraging.
主题Risk Analysis and Policy (RAP)
URLhttp://pure.iiasa.ac.at/id/eprint/3848/
来源智库International Institute for Applied Systems Analysis (Austria)
资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/127241
推荐引用方式
GB/T 7714
Kallio MJ,Salo S. Tatonnement procedures for linearly constrained convex optimization.. 1994.
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