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An Interior-Point Path-Following Method for Computing a Perfect Stationary Point of a Polynomial Mapping on a Polytope

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  • Dang, Chuangyin
  • Meng, Xiaoxuan
  • Talman, Dolf

    (Tilburg University, Center For Economic Research)

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  • Dang, Chuangyin & Meng, Xiaoxuan & Talman, Dolf, 2015. "An Interior-Point Path-Following Method for Computing a Perfect Stationary Point of a Polynomial Mapping on a Polytope," Discussion Paper 2015-019, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:07b7a0e7-f814-4ec2-a3a7-e6cec16cbab9
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    4. ,, 1998. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 14(1), pages 151-159, February.
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    7. ,, 1998. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 14(5), pages 687-698, October.
    8. Herings P. Jean-Jacques & Peeters R., 1999. "A Differentiable Homotopy to Compute Nash Equilibria of n-Person Games," Research Memorandum 038, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    9. Govindan, Srihari & Wilson, Robert, 2003. "A global Newton method to compute Nash equilibria," Journal of Economic Theory, Elsevier, vol. 110(1), pages 65-86, May.
    10. Herbert E. Scarf, 1967. "The Approximation of Fixed Points of a Continuous Mapping," Cowles Foundation Discussion Papers 216R, Cowles Foundation for Research in Economics, Yale University.
    11. ,, 1998. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 14(3), pages 381-386, June.
    12. Ron N. Borkovsky & Ulrich Doraszelski & Yaroslav Kryukov, 2010. "A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method," Operations Research, INFORMS, vol. 58(4-part-2), pages 1116-1132, August.
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    Keywords

    variational inequiality problem; perfect stationay point; interior-point path-following method; predictor-corrector method;
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