A primal-dual algorithm for the computation of market equilibrium with logarithmic utility functions

被引：0
|
作者：
Huang, Li-Sha [1 ]
机构：
[1] Tsinghua Univ, Dept Comp Sci & Technol, State Key Lab Intelligent Technol & Syst, Beijing 100084, Peoples R China
来源：
ALGORITHMICA | 2008年 / 51卷 / 03期
关键词：
market equilibrium; primal-dual algorithm;
D O I：
10.1007/s00453-007-9102-x
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
We develop an algorithm for computing the equilibrium price in the Fisher's exchange market model with logarithmic utility functions. The algorithm is proved to converge to the equilibrium price in finite time and performs well in experimental tests.
引用
收藏
页码：357 / 366
页数：10
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