Exploiting nonlinear structures of computational general equilibrium models

Christian Condevaux-Lanloy, Olivier Epelly, Emmanuel Fragnière

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Abstract

SETNL is a set of subroutines written in C++ that enables to manipulate nonlinear programming problems in different ways. Solution procedures which are usually implemented at the level of the optimization modeling languages can thus be moved into the algorithm. An example is presented where two embedded solution methods, one based one the economic theory (Negishi) and the other one on the operations research theory (Dantzig-Wolfe decomposition), are used to solve a dynamic general equilibrium model.

Original languageEnglish
Title of host publicationNumerical Analysis and Its Applications - 2nd International Conference, NAA 2000, Revised Papers
EditorsLubin Vulkov, Plamen Yalamov, Jerzy Waniewski
PublisherSpringer Verlag
Pages214-221
Number of pages8
ISBN (Print)9783540418146
Publication statusPublished - 1 Jan 2001
Event2nd International Conference on Numerical Analysis and Its Applications, NAA 2000 - Rousse, Bulgaria
Duration: 11 Jun 200015 Jun 2000

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume1988
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference2nd International Conference on Numerical Analysis and Its Applications, NAA 2000
CountryBulgaria
CityRousse
Period11/06/0015/06/00

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Computer Science(all)

Cite this

Condevaux-Lanloy, C., Epelly, O., & Fragnière, E. (2001). Exploiting nonlinear structures of computational general equilibrium models. In L. Vulkov, P. Yalamov, & J. Waniewski (Eds.), Numerical Analysis and Its Applications - 2nd International Conference, NAA 2000, Revised Papers (pp. 214-221). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 1988). Springer Verlag.