Computing Equilibria in General Equilibrium Models via Interior-point Methods
In this paper we study new computational methods to find equilibria in general equilibrium models. We first survey the algorithms to compute equilibria that can be found in the literature on computational economics and we indicate how these algorithms can be improved from the computational point of view. We also provide alternative algorithms that are able to compute the equilibria in an efficient manner even for large-scale models, based on interior-point methods. We illustrate the proposed methods with some examples taken from the literature on general equilibrium models.
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Volume (Year): 23 (2004)
Issue (Month): 2 (03)
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