A Newton-SOR Method for Spatial Price Equilibrium

Patrice Marcotte, Gérald Marquis and Lourdes Zubieta
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Patrice Marcotte: Université de Montréal, Montréal, Québec, Canada H3C 3J7 and College Militaire Royal de Saint-Jean, Richelain, Québec, Canada JOJ 1R0
Gérald Marquis: Université de Montréal, Montréal, Québec, Canada H3C 3J7
Lourdes Zubieta: Université de Montréal, Montréal, Québec, Canada H3C 3J7 and Bishop's University, Lennoxville, Québec, Canada J1M 1Z7

Transportation Science, 1992, vol. 26, issue 1, 36-47

Abstract: In this paper we propose an efficient Newton-SOR algorithm for solving the separable spatial price equilibrium problem. Although an active set strategy is implemented for solving for blocks of variables associated with origin nodes, global convergence of the iterates is not dependent on nondegeneracy or convexity assumptions. Numerical experiments indicate the excellent performance of the method on both degenerate and nondegenerate problems.

Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:inm:ortrsc:v:26:y:1992:i:1:p:36-47

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