A Parametric Linear Complementarity Technique for the Computation of Equilibrium Prices in a Single Commodity Spatial Model.

Abstract

This paper presents a parametric linear complementarity technique for the computation of equilibrium prices in a single commodity spatial model. We first reformulate the model as a linear complementarity problem and then apply the parametric principal pivoting algorithm for its solution. this reformulation leads to the study of an arc-arc weighted adjacency matrix associated with a simple digraph having weights on the nodes. Several basic properties of such a matrix are derived. Using these properties, we show how the parametric principal pivoting algorithm can be greatly simplified in this application. Finally, we report some computational experience. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1978
Accession Number
ADA066518

Entities

People

  • Jong-shi Pang
  • Patrick S. C. Lee

Organizations

  • Carnegie Mellon University

Tags

Communities of Interest

  • C4I
  • Human Systems
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Commodities
  • Computations
  • Computer Programming
  • Contracts
  • Economic Models
  • Equations
  • Inequalities
  • Intervals
  • Iterations
  • Military Research
  • Notation
  • Schools
  • Students
  • Triangles
  • Universities

Fields of Study

  • Mathematics

Readers

  • Computational Fluid Dynamics (CFD)
  • Graph Algorithms and Convex Optimization.
  • Linear Algebra