一种基于非光滑信赖域理论的经济学均衡问题新算法

摘要

针对一般经济均衡问题模型,将其转换为非线性互补问题模型,提出了应用非光滑信赖域算法对其进行求解的新方法.在适当的条件下,证明了此算法是全局收敛的,并通过数值试验表明该算法是可行有效的.%When general equilibrium problem model is transformed into nonlinear complementarity problem model, a new method based on the algorithm of nonsmooth trust region is proposed to deal with the general equilibrium problem in the economy. The global convergence of the algorithm is verified under the proper conditions. The numerical experiments show that the algorithm is feasible and effective.