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A Newton-SOR Method for Spatial Price Equilibrium

Author

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  • Patrice Marcotte

    (Université de Montréal, Montréal, Québec, Canada H3C 3J7 and College Militaire Royal de Saint-Jean, Richelain, Québec, Canada JOJ 1R0)

  • Gérald Marquis

    (Université de Montréal, Montréal, Québec, Canada H3C 3J7)

  • Lourdes Zubieta

    (Université de Montréal, Montréal, Québec, Canada H3C 3J7 and Bishop's University, Lennoxville, Québec, Canada J1M 1Z7)

Abstract

In this paper we propose an efficient Newton-SOR algorithm for solving the separable spatial price equilibrium problem. Although an active set strategy is implemented for solving for blocks of variables associated with origin nodes, global convergence of the iterates is not dependent on nondegeneracy or convexity assumptions. Numerical experiments indicate the excellent performance of the method on both degenerate and nondegenerate problems.

Suggested Citation

  • Patrice Marcotte & Gérald Marquis & Lourdes Zubieta, 1992. "A Newton-SOR Method for Spatial Price Equilibrium," Transportation Science, INFORMS, vol. 26(1), pages 36-47, February.
    • Handle: RePEc:inm:ortrsc:v:26:y:1992:i:1:p:36-47
    DOI: 10.1287/trsc.26.1.36
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    Cited by:

    1. Nagurney, Anna & Takayama, Takashi & Zhang, Ding, 1995. "Massively parallel computation of spatial price equilibrium problems as dynamical systems," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 3-37.

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