Computing nonlinear network equilibria

Philip C. Jones; Romesh Saigal; Michael Schneider

doi:10.1007/BF02591861

Back

Journal article

Peer reviewed

Computing nonlinear network equilibria

Philip C. Jones, Romesh Saigal and Michael Schneider

Mathematical programming, Vol.31(1), pp.57-66

01/1985

DOI: 10.1007/BF02591861

View Online

Abstract

This paper examines the problem of computing nonlinear network equilibria using a ‘Newton’ iteration. By exploiting the network structure, we are able to show that the iteration is globally convergent, monotonic, and (locally) quadratically convergent using only simple algebraic arguments.

Complementarity

Networks

Spatial Equilibrium

Details

Title: Subtitle: Computing nonlinear network equilibria
Creators: Philip C. Jones - Northwestern University
Romesh Saigal - Northwestern University
Michael Schneider - Northwestern University
Resource Type: Journal article
Publication Details: Mathematical programming, Vol.31(1), pp.57-66
DOI: 10.1007/BF02591861
ISSN: 0025-5610
eISSN: 1436-4646
Number of pages: 10
Language: English
Date published: 01/1985
Academic Unit: Business Analytics
Record Identifier: 9984963198902771

Metrics

1 Record Views