Implementational Issues and Computational Performance Solving Applied General Equilibrium Models with SLCP

Thomas Rutherford ()

No 837, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: This paper reports on an implementation of Mathiesen's sequential method for solving applied general equilibrium models. In this approach, the underlying nonlinear complementarity problem is solved by successive linearization. The paper discusses model formulation, implementation and performance. Several test problems and empirical models are used to evaluate efficiency and robustness.

Keywords: General equilibrium models; algorithm; numerical modeling (search for similar items in EconPapers)
Pages: 34 pages
Date: 1987-05
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Citations: View citations in EconPapers (3)

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