MULTIPLE OPTIMAL SOLUTIONS IN QUADRATIC PROGRAMMING MODELS [PDF]
The problem of determining whether quadratic programming models possess either unique or multiple optimal solutions is important for empirical analyses which use a mathematical programming framework.
Paris, Quirino
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Progressive equilibration algorithms : the case of linear transaction costs [PDF]
, 1989 Includes bibliographical references (p. 26-27).by A.
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On the removal of ill conditioning effects in the computation of optimal controls [PDF]
Ill conditioning effects eliminated in nonlinear programming algorithms for optimal ...
Polak, E.
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Computing Cournot-Nash equilibria / 1441 [PDF]
Includes bibliographical references (p. 22-23)
Kolstad, Charles D., Mathiesen, Lars
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Mathematical programs with equilibrium constraints: automatic reformulation and solution via constrained optimization [PDF]
, 2002 Constrained optimization has been extensively used to solve many large scale deterministic problems arising in economics, including, for example, square systems of equations and nonlinear programs.
Dirkse, Steven P. +2 more
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Equilibrium and Linear Complementarity - An Economy with Institutional Constraints on Prices [PDF]
, 1974 In the theory of perfect competition, it is supposed that there are no institutional restrictions upon prices. Much the same assumption is built into mathematical programming models.
Hansen, T., Manne, A.S.
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A linearization and decomposition algorithm for computing urban traffic equilibria [PDF]
, 1983 "This article has appeared in Proceedings, IEEE 192 Large-Scale Systems Symposium"--P.1.Includes bibliographical references (leaves 11-12).Supported in part by Dept. of Transportation DOT-TSC-1058.
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A Cutting Plane Algorithm for Solving Bilinear Programs [PDF]
, 1974 Nonconvex programs which have either a nonconvex minimand and/or a nonconvex feasible region have been considered by most mathematical programmers as a hopelessly difficult area of research. There are, however, two exceptions where considerable effort to
Konno, H.
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Finding Nash equilibria of bimatrix games [PDF]
, 2006 This thesis concerns the computational problem of finding one Nash equilibrium of a bimatrix game, a two-player game in strategic form. Bimatrix games are among the most basic models in non-cooperative game theory, and finding a Nash equilibrium is ...
Savani, Rahul
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Nash equilibria with partial monitoring; Computation and Lemke-Howson algorithm
, 2013 In two player bi-matrix games with partial monitoring, actions played are not observed, only some messages are received. Those games satisfy a crucial property of usual bi-matrix games: there are only a finite number of required (mixed) best replies.
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